+106.2%
CF vs TPG
+80.3%
+25.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +4.8% | +2.0% | +2.7% | +4.6% |
| 30D | +9.7% | +9.1% | +0.6% | +9.0% |
| 3M | +1.2% | +1.0% | +0.2% | +0.9% |
| 6M | +7.4% | +13.3% | -6.0% | +5.9% |
| YTD | +60.5% | -19.8% | +80.3% | +64.8% |
| 1Y | +50.7% | -6.2% | +57.0% | +51.5% |
| 3Y | +64.8% | +75.4% | -10.6% | +46.0% |
| All | +106.2% | +80.3% | +25.9% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling