+52.2%
CFG vs TPG
+71.4%
-19.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +2.3% |
| 7D | -1.7% | -11.8% | +10.1% | +4.1% |
| 30D | -4.6% | -6.3% | +1.6% | -2.2% |
| 3M | +7.9% | +13.6% | -5.7% | +0.3% |
| 6M | +19.9% | +13.8% | +6.0% | +10.2% |
| YTD | +21.7% | -23.7% | +45.4% | +35.4% |
| 1Y | +38.4% | -18.2% | +56.6% | +47.6% |
| 3Y | +187.0% | +80.1% | +106.9% | +101.2% |
| All | +52.2% | +71.4% | -19.1% | +0.7% |
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