+110.5%
CF vs TPG
+77.8%
+32.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.5% |
| 7D | +5.4% | +4.2% | +1.2% | +5.1% |
| 30D | +6.5% | +13.5% | -7.0% | +5.6% |
| 3M | +4.6% | -3.3% | +7.9% | +4.6% |
| 6M | -3.3% | +11.8% | -15.1% | -4.6% |
| YTD | +63.9% | -20.9% | +84.8% | +68.3% |
| 1Y | +50.4% | -13.1% | +63.6% | +52.5% |
| 3Y | +68.2% | +72.9% | -4.7% | +49.1% |
| All | +110.5% | +77.8% | +32.8% | +79.3% |
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