+0.8%
TPG vs CAI
-9.9%
+10.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -9.4% | -2.9% | -6.5% | -9.0% |
| 30D | -5.3% | +9.3% | -14.6% | -6.6% |
| 3M | +12.9% | +35.2% | -22.3% | +7.4% |
| 6M | +20.1% | +30.7% | -10.6% | +13.6% |
| YTD | -22.5% | -9.8% | -12.7% | -24.6% |
| 1Y | -19.7% | -28.9% | +9.2% | -20.1% |
| All | +0.8% | -9.9% | +10.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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