-7.9%
CNH vs TPG
+74.1%
-82.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -5.7% | -9.4% | +3.7% | -2.4% |
| 30D | +26.6% | -5.3% | +31.8% | +28.3% |
| 3M | +31.1% | +12.9% | +18.2% | +24.5% |
| 6M | +24.9% | +20.1% | +4.8% | +14.9% |
| YTD | +48.7% | -22.5% | +71.2% | +60.4% |
| 1Y | +22.2% | -19.7% | +41.9% | +29.4% |
| 3Y | +7.4% | +81.2% | -73.8% | -20.6% |
| All | -7.9% | +74.1% | -82.0% | -34.7% |
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 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