+94.4%
COP vs TPG
+74.1%
+20.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +2.3% | -9.4% | +11.7% | +4.1% |
| 30D | +8.6% | -5.3% | +13.9% | +9.3% |
| 3M | +19.9% | +12.9% | +6.9% | +16.3% |
| 6M | +19.0% | +20.1% | -1.1% | +13.2% |
| YTD | +50.0% | -22.5% | +72.5% | +57.2% |
| 1Y | +50.5% | -19.7% | +70.2% | +55.9% |
| 3Y | +25.2% | +81.2% | -56.0% | +7.3% |
| All | +94.4% | +74.1% | +20.3% | +62.7% |
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