+0.7%
CCL vs TPG
+78.6%
-77.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.8% | +0.5% |
| 7D | -4.4% | -6.5% | +2.1% | 0.0% |
| 30D | -18.2% | +0.1% | -18.3% | -18.7% |
| 3M | -17.7% | +14.5% | -32.2% | -25.8% |
| 6M | -13.0% | +17.3% | -30.3% | -23.5% |
| YTD | -24.5% | -20.5% | -4.0% | -14.1% |
| 1Y | -26.9% | -13.2% | -13.7% | -23.0% |
| 3Y | +50.8% | +87.7% | -37.0% | -16.1% |
| All | +0.7% | +78.6% | -77.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling