-43.2%
CLX vs TPG
+74.1%
-117.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -5.7% | -9.4% | +3.7% | -4.9% |
| 30D | -17.0% | -5.3% | -11.8% | -16.7% |
| 3M | -9.7% | +12.9% | -22.6% | -10.5% |
| 6M | -19.8% | +20.1% | -39.9% | -21.1% |
| YTD | -9.8% | -22.5% | +12.6% | -8.4% |
| 1Y | -26.2% | -19.7% | -6.5% | -25.3% |
| 3Y | -36.2% | +81.2% | -117.4% | -42.0% |
| All | -43.2% | +74.1% | -117.4% | -51.8% |
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 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