+43.8%
CFG vs TPG
+78.3%
-34.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +3.2% | +5.0% | -1.8% | +0.8% |
| 30D | +5.1% | +15.7% | -10.5% | -2.1% |
| 3M | -11.2% | -10.6% | -0.7% | -7.2% |
| 6M | +9.6% | +15.9% | -6.4% | +0.2% |
| YTD | +15.0% | -20.6% | +35.6% | +25.0% |
| 1Y | +29.9% | -11.8% | +41.6% | +33.3% |
| 3Y | +192.1% | +71.6% | +120.5% | +109.0% |
| All | +43.8% | +78.3% | -34.5% | -7.0% |
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