+21.0%
CMS vs TPG
+74.1%
-53.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -1.9% | -9.4% | +7.5% | -1.4% |
| 30D | -4.1% | -5.3% | +1.2% | -3.9% |
| 3M | -7.1% | +12.9% | -20.0% | -7.8% |
| 6M | -10.1% | +20.1% | -30.1% | -11.2% |
| YTD | -1.7% | -22.5% | +20.8% | -0.3% |
| 1Y | -3.4% | -19.7% | +16.3% | -2.4% |
| 3Y | +31.6% | +81.2% | -49.7% | +19.5% |
| All | +21.0% | +74.1% | -53.2% | +8.8% |
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 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