+2,892.7%
CLS vs TPG
+74.1%
+2,818.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +4.9% | +5.7% |
| 7D | +10.9% | -9.4% | +20.4% | +16.8% |
| 30D | +2.1% | -5.3% | +7.3% | +4.6% |
| 3M | -10.2% | +12.9% | -23.1% | -16.8% |
| 6M | +30.4% | +20.1% | +10.3% | +16.3% |
| YTD | +17.2% | -22.5% | +39.7% | +30.7% |
| 1Y | +41.0% | -19.7% | +60.7% | +53.4% |
| 3Y | +1,338.0% | +81.2% | +1,256.8% | +963.3% |
| All | +2,892.7% | +74.1% | +2,818.5% | +1,951.7% |
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