+22.3%
CP vs TPG
+85.9%
-63.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +2.4% | -2.9% | +5.3% | +3.1% |
| 30D | -0.5% | +5.0% | -5.6% | -1.8% |
| 3M | +1.4% | +24.9% | -23.5% | -4.0% |
| 6M | +10.3% | +21.1% | -10.8% | +4.7% |
| YTD | +24.3% | -17.3% | +41.6% | +28.8% |
| 1Y | +20.4% | -9.8% | +30.3% | +21.7% |
| 3Y | +21.8% | +95.4% | -73.6% | -1.7% |
| All | +22.3% | +85.9% | -63.6% | -5.4% |
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