-0.5%
CG vs TPG
+78.6%
-79.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -0.9% |
| 7D | -6.4% | -6.5% | +0.1% | -1.3% |
| 30D | -7.1% | +0.1% | -7.1% | -7.2% |
| 3M | -1.6% | +14.5% | -16.1% | -11.7% |
| 6M | -8.3% | +17.3% | -25.7% | -19.7% |
| YTD | -23.8% | -20.5% | -3.3% | -9.9% |
| 1Y | -28.7% | -13.2% | -15.5% | -21.6% |
| 3Y | +49.2% | +87.7% | -38.6% | -9.0% |
| All | -0.5% | +78.6% | -79.1% | -39.2% |
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 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