+9.1%
CME vs TPG
-16.9%
+26.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.6% |
| 7D | -1.6% | -9.4% | +7.8% | -2.0% |
| 30D | +5.6% | -5.3% | +10.9% | +5.4% |
| 3M | +5.6% | +12.9% | -7.3% | +6.4% |
| 6M | -8.3% | +20.1% | -28.3% | -7.2% |
| YTD | +4.3% | -22.5% | +26.8% | +5.4% |
| 1Y | +9.1% | -19.7% | +28.8% | +9.5% |
| All | +9.1% | -16.9% | +26.0% | +9.5% |
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 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