-46.7%
CLF vs TPG
+71.4%
-118.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | +0.1% |
| 7D | -3.7% | -11.8% | +8.2% | +3.2% |
| 30D | -4.7% | -6.3% | +1.6% | -1.9% |
| 3M | -4.7% | +13.6% | -18.2% | -12.0% |
| 6M | +24.0% | +13.8% | +10.2% | +13.5% |
| YTD | -10.9% | -23.7% | +12.8% | +1.4% |
| 1Y | +4.0% | -18.2% | +22.2% | +13.2% |
| 3Y | -16.9% | +80.1% | -97.1% | -41.7% |
| All | -46.7% | +71.4% | -118.1% | -65.5% |
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