+19.3%
CP vs TPG
+71.4%
-52.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.7% | -0.4% |
| 7D | -2.7% | -11.8% | +9.1% | +0.1% |
| 30D | -3.4% | -6.3% | +2.9% | -2.0% |
| 3M | -0.6% | +13.6% | -14.2% | -3.9% |
| 6M | +6.3% | +13.8% | -7.5% | +2.3% |
| YTD | +21.2% | -23.7% | +44.9% | +27.9% |
| 1Y | +20.0% | -18.2% | +38.2% | +24.0% |
| 3Y | +18.7% | +80.1% | -61.4% | -2.4% |
| All | +19.3% | +71.4% | -52.1% | -6.0% |
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