+6.8%
CNH vs TPG
+78.9%
-72.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.2% | -1.6% |
| 7D | -2.5% | -11.8% | +9.4% | +1.5% |
| 30D | +27.0% | -6.3% | +33.3% | +29.0% |
| 3M | +32.6% | +13.6% | +19.0% | +26.1% |
| 6M | +23.6% | +13.8% | +9.7% | +16.4% |
| YTD | +47.8% | -23.7% | +71.6% | +60.9% |
| 1Y | +21.3% | -18.2% | +39.4% | +27.6% |
| All | +6.8% | +78.9% | -72.1% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling