+27.4%
CI vs TPG
+74.1%
-46.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.1% | -9.4% | +9.3% | +0.6% |
| 30D | +1.8% | -5.3% | +7.0% | +2.1% |
| 3M | -4.2% | +12.9% | -17.2% | -5.3% |
| 6M | +8.8% | +20.1% | -11.2% | +7.0% |
| YTD | +3.7% | -22.5% | +26.2% | +5.5% |
| 1Y | -6.1% | -19.7% | +13.6% | -5.0% |
| 3Y | +4.5% | +81.2% | -76.7% | -4.9% |
| All | +27.4% | +74.1% | -46.7% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling