-57.8%
CSGP vs TPG
+81.4%
-139.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.6% | -0.3% |
| 7D | -1.8% | +3.1% | -4.9% | -3.0% |
| 30D | +5.3% | +9.7% | -4.4% | +1.5% |
| 3M | +3.3% | +2.5% | +0.8% | +2.3% |
| 6M | -4.7% | +14.0% | -18.7% | -9.7% |
| YTD | -53.5% | -19.3% | -34.3% | -50.3% |
| 1Y | -53.7% | -5.8% | -47.9% | -53.2% |
| 3Y | -59.7% | +80.1% | -139.9% | -69.7% |
| All | -57.8% | +81.4% | -139.1% | -70.2% |
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