-29.6%
CLS vs TPG
+0.9%
-30.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.7% | -12.7% | -9.6% |
| 7D | -21.1% | +12.5% | -33.6% | -22.9% |
| 30D | -38.2% | +12.7% | -50.9% | -39.7% |
| 3M | -36.3% | +3.5% | -39.8% | -36.6% |
| 6M | -43.8% | +14.1% | -57.9% | -45.7% |
| YTD | -20.0% | -18.5% | -1.5% | -21.4% |
| 1Y | -29.6% | -1.8% | -27.8% | -34.4% |
| All | -29.6% | +0.9% | -30.5% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling