+81.7%
CTVA vs TPG
+71.4%
+10.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | -4.7% | -11.8% | +7.2% | -2.5% |
| 30D | +11.1% | -6.3% | +17.3% | +12.2% |
| 3M | +13.7% | +13.6% | +0.1% | +10.4% |
| 6M | +11.2% | +13.8% | -2.6% | +7.5% |
| YTD | +26.9% | -23.7% | +50.6% | +32.9% |
| 1Y | +18.8% | -18.2% | +37.0% | +22.1% |
| 3Y | +75.9% | +80.1% | -4.2% | +49.8% |
| All | +81.7% | +71.4% | +10.3% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling