+23.3%
CMS vs TPG
+92.2%
-68.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | -3.6% | +11.1% | -14.7% | -4.2% |
| 3M | -1.9% | +26.3% | -28.2% | -3.3% |
| 6M | -11.0% | +18.3% | -29.3% | -12.0% |
| YTD | +0.2% | -14.4% | +14.6% | +1.1% |
| 1Y | -1.3% | -6.7% | +5.4% | -1.2% |
| 3Y | +35.9% | +111.5% | -75.5% | +22.1% |
| All | +23.3% | +92.2% | -68.9% | +10.3% |
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