+54.8%
CFG vs TPG
+92.2%
-37.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +1.5% | -2.4% | +4.0% | +2.7% |
| 30D | -3.8% | +11.1% | -14.9% | -8.9% |
| 3M | +11.5% | +26.3% | -14.8% | -1.3% |
| 6M | +19.2% | +18.3% | +0.8% | +8.0% |
| YTD | +23.7% | -14.4% | +38.1% | +30.7% |
| 1Y | +38.8% | -6.7% | +45.6% | +39.3% |
| 3Y | +178.9% | +111.5% | +67.4% | +81.6% |
| All | +54.8% | +92.2% | -37.5% | -2.9% |
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