+421.5%
CORZ vs TPG
+28.7%
+392.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.2% |
| 7D | +0.3% | -9.4% | +9.7% | +6.8% |
| 30D | -14.0% | -5.3% | -8.8% | -12.0% |
| 3M | -34.1% | +12.9% | -47.0% | -40.6% |
| 6M | +8.5% | +20.1% | -11.6% | -7.5% |
| YTD | +23.2% | -22.5% | +45.7% | +44.5% |
| 1Y | +15.4% | -19.7% | +35.1% | +29.1% |
| All | +421.5% | +28.7% | +392.8% | +272.8% |
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