-59.3%
CSGP vs TPG
+77.8%
-137.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -6.1% | +4.2% | -10.2% | -7.5% |
| 30D | +0.3% | +13.5% | -13.2% | -4.3% |
| 3M | -1.3% | -3.3% | +2.0% | -0.2% |
| 6M | -8.9% | +11.8% | -20.7% | -13.1% |
| YTD | -55.2% | -20.9% | -34.4% | -51.7% |
| 1Y | -56.4% | -13.1% | -43.3% | -54.6% |
| 3Y | -62.2% | +72.9% | -135.1% | -71.1% |
| All | -59.3% | +77.8% | -137.1% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling