-59.0%
CSGP vs TPG
+85.9%
-144.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.7% |
| 7D | -5.1% | -2.9% | -2.3% | -4.1% |
| 30D | +0.3% | +5.0% | -4.7% | -1.3% |
| 3M | -9.1% | +24.9% | -34.0% | -16.4% |
| 6M | -37.3% | +21.1% | -58.4% | -41.9% |
| YTD | -54.9% | -17.3% | -37.6% | -52.0% |
| 1Y | -65.5% | -9.8% | -55.7% | -64.6% |
| 3Y | -63.3% | +95.4% | -158.7% | -73.2% |
| All | -59.0% | +85.9% | -144.9% | -71.2% |
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