+1,309.5%
CRS vs TPG
+74.1%
+1,235.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.9% |
| 7D | -6.8% | -9.4% | +2.7% | -2.5% |
| 30D | -16.1% | -5.3% | -10.9% | -14.4% |
| 3M | -21.2% | +12.9% | -34.1% | -26.2% |
| 6M | +8.7% | +20.1% | -11.4% | -1.7% |
| YTD | +41.0% | -22.5% | +63.5% | +54.8% |
| 1Y | +82.7% | -19.7% | +102.3% | +94.9% |
| 3Y | +604.8% | +81.2% | +523.6% | +389.4% |
| All | +1,309.5% | +74.1% | +1,235.3% | +822.4% |
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