+54.1%
CFG vs TPG
+74.1%
-20.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -0.4% | -9.4% | +9.0% | +4.1% |
| 30D | -4.6% | -5.3% | +0.6% | -2.8% |
| 3M | +6.7% | +12.9% | -6.3% | -0.5% |
| 6M | +22.1% | +20.1% | +2.0% | +9.4% |
| YTD | +23.2% | -22.5% | +45.7% | +36.1% |
| 1Y | +40.3% | -19.7% | +59.9% | +51.3% |
| 3Y | +187.9% | +81.2% | +106.7% | +101.3% |
| All | +54.1% | +74.1% | -20.0% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling