+71.8%
CF vs TPG
+98.7%
-26.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.7% |
| 7D | -0.9% | -2.9% | +1.9% | -0.9% |
| 30D | +18.1% | +5.0% | +13.0% | +18.0% |
| 3M | +23.4% | +24.9% | -1.5% | +22.9% |
| 6M | +17.1% | +21.1% | -4.0% | +16.9% |
| YTD | +76.2% | -17.3% | +93.5% | +81.8% |
| 1Y | +62.3% | -9.8% | +72.1% | +65.5% |
| 3Y | +71.8% | +95.4% | -23.6% | +52.1% |
| All | +71.8% | +98.7% | -26.9% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling