+69.1%
CSCO vs TPG
-16.9%
+86.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.2% |
| 7D | +2.7% | -9.4% | +12.1% | +3.5% |
| 30D | -9.5% | -5.3% | -4.2% | -9.2% |
| 3M | -7.6% | +12.9% | -20.5% | -9.5% |
| 6M | +44.9% | +20.1% | +24.8% | +40.9% |
| YTD | +47.7% | -22.5% | +70.2% | +49.9% |
| 1Y | +69.1% | -19.7% | +88.8% | +69.6% |
| All | +69.1% | -16.9% | +86.0% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling