-3.5%
CHD vs TPG
+74.1%
-77.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -4.5% | -9.4% | +5.0% | -4.3% |
| 30D | -6.7% | -5.3% | -1.5% | -6.6% |
| 3M | -2.7% | +12.9% | -15.6% | -2.9% |
| 6M | -4.9% | +20.1% | -25.0% | -5.3% |
| YTD | +13.3% | -22.5% | +35.8% | +13.9% |
| 1Y | +1.0% | -19.7% | +20.7% | +1.4% |
| 3Y | +1.3% | +81.2% | -79.9% | -3.3% |
| All | -3.5% | +74.1% | -77.6% | -9.6% |
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