+84.4%
COST vs TPG
+74.1%
+10.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | 0.0% |
| 7D | -1.2% | -9.4% | +8.2% | +0.4% |
| 30D | -4.7% | -5.3% | +0.5% | -4.0% |
| 3M | -7.1% | +12.9% | -20.0% | -9.2% |
| 6M | -8.5% | +20.1% | -28.6% | -12.0% |
| YTD | +5.4% | -22.5% | +27.9% | +9.6% |
| 1Y | -5.6% | -19.7% | +14.1% | -2.9% |
| 3Y | +68.5% | +81.2% | -12.7% | +38.6% |
| All | +84.4% | +74.1% | +10.3% | +45.4% |
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 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