+19.4%
CL vs TPG
+78.6%
-59.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.4% |
| 7D | -2.3% | -6.5% | +4.2% | -2.2% |
| 30D | -5.5% | +0.1% | -5.6% | -5.5% |
| 3M | +0.8% | +14.5% | -13.7% | +0.7% |
| 6M | -4.2% | +17.3% | -21.5% | -4.4% |
| YTD | +13.4% | -20.5% | +33.9% | +13.7% |
| 1Y | +7.1% | -13.2% | +20.3% | +7.1% |
| 3Y | +29.0% | +87.7% | -58.7% | +22.2% |
| All | +19.4% | +78.6% | -59.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling