-3.3%
CF vs TPG
+12.9%
-16.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +0.8% |
| 7D | +5.4% | +4.2% | +1.2% | +6.7% |
| 30D | +6.5% | +13.5% | -7.0% | +10.2% |
| 3M | +4.6% | -3.3% | +7.9% | +4.0% |
| 6M | -3.3% | +11.8% | -15.1% | -2.1% |
| All | -3.3% | +12.9% | -16.2% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling