+2,780.8%
CLS vs TPG
+78.6%
+2,702.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +3.2% |
| 7D | +20.1% | -6.5% | +26.6% | +24.3% |
| 30D | +6.0% | +0.1% | +6.0% | +5.4% |
| 3M | -10.3% | +14.5% | -24.8% | -17.5% |
| 6M | +24.5% | +17.3% | +7.2% | +12.4% |
| YTD | +12.9% | -20.5% | +33.4% | +24.1% |
| 1Y | +36.7% | -13.2% | +49.9% | +41.9% |
| 3Y | +1,328.1% | +87.7% | +1,240.3% | +937.1% |
| All | +2,780.8% | +78.6% | +2,702.2% | +1,847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling