+43.0%
CG vs TPG
+81.8%
-38.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -3.0% |
| 7D | -9.9% | -9.4% | -0.4% | -2.4% |
| 30D | -11.7% | -5.3% | -6.4% | -7.8% |
| 3M | -4.3% | +12.9% | -17.2% | -13.7% |
| 6M | -8.8% | +20.1% | -28.8% | -22.2% |
| YTD | -26.9% | -22.5% | -4.4% | -10.9% |
| 1Y | -35.4% | -19.7% | -15.7% | -24.0% |
| 3Y | +43.0% | +81.2% | -38.2% | -13.2% |
| All | +43.0% | +81.8% | -38.8% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling