+11.8%
CRM vs TPG
+81.8%
-70.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | -4.4% | -9.4% | +5.0% | -1.1% |
| 30D | +28.1% | -5.3% | +33.4% | +30.8% |
| 3M | +48.8% | +12.9% | +35.9% | +42.7% |
| 6M | +28.3% | +20.1% | +8.2% | +19.8% |
| YTD | -6.0% | -22.5% | +16.5% | +2.3% |
| 1Y | +1.4% | -19.7% | +21.1% | +8.5% |
| 3Y | +11.8% | +81.2% | -69.4% | -11.6% |
| All | +11.8% | +81.8% | -70.0% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling