+80.4%
CTVA vs TPG
+74.1%
+6.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -4.5% | -9.4% | +4.9% | -2.8% |
| 30D | +11.3% | -5.3% | +16.6% | +12.2% |
| 3M | +12.3% | +12.9% | -0.6% | +9.2% |
| 6M | +7.2% | +20.1% | -12.9% | +2.5% |
| YTD | +26.0% | -22.5% | +48.5% | +31.6% |
| 1Y | +16.0% | -19.7% | +35.7% | +19.8% |
| 3Y | +73.9% | +81.2% | -7.3% | +47.9% |
| All | +80.4% | +74.1% | +6.3% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling