+48.8%
CME vs TPG
+78.6%
-29.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | -0.6% | -6.5% | +5.9% | -0.4% |
| 30D | +4.7% | +0.1% | +4.6% | +4.7% |
| 3M | +7.8% | +14.5% | -6.7% | +7.3% |
| 6M | -11.0% | +17.3% | -28.3% | -11.6% |
| YTD | +4.0% | -20.5% | +24.5% | +5.1% |
| 1Y | +9.1% | -13.2% | +22.4% | +9.7% |
| 3Y | +52.3% | +87.7% | -35.5% | +37.7% |
| All | +48.8% | +78.6% | -29.8% | +33.7% |
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 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