+21.9%
CMS vs TPG
+71.4%
-49.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | -1.3% | -11.8% | +10.5% | -0.7% |
| 30D | -2.8% | -6.3% | +3.5% | -2.5% |
| 3M | -7.1% | +13.6% | -20.7% | -7.9% |
| 6M | -10.0% | +13.8% | -23.9% | -10.9% |
| YTD | -0.9% | -23.7% | +22.8% | +0.6% |
| 1Y | -2.0% | -18.2% | +16.2% | -1.2% |
| 3Y | +33.0% | +80.1% | -47.1% | +20.8% |
| All | +21.9% | +71.4% | -49.4% | +9.7% |
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 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