+19.3%
CL vs TPG
+71.4%
-52.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.1% |
| 7D | -2.4% | -11.8% | +9.4% | -2.3% |
| 30D | -4.8% | -6.3% | +1.5% | -4.7% |
| 3M | -1.7% | +13.6% | -15.3% | -1.8% |
| 6M | -3.8% | +13.8% | -17.7% | -4.0% |
| YTD | +13.3% | -23.7% | +37.0% | +13.6% |
| 1Y | +8.3% | -18.2% | +26.5% | +8.4% |
| 3Y | +28.8% | +80.1% | -51.3% | +22.0% |
| All | +19.3% | +71.4% | -52.1% | +10.4% |
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