+27.8%
CMS vs TPG
+78.3%
-50.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +1.7% | +5.0% | -3.3% | +1.4% |
| 30D | +6.2% | +15.7% | -9.5% | +5.3% |
| 3M | +0.6% | -10.6% | +11.2% | +1.1% |
| 6M | -1.8% | +15.9% | -17.7% | -2.8% |
| YTD | +3.8% | -20.6% | +24.5% | +5.1% |
| 1Y | -1.8% | -11.8% | +10.0% | -1.4% |
| 3Y | +39.8% | +71.6% | -31.7% | +28.1% |
| All | +27.8% | +78.3% | -50.5% | +14.7% |
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