+69.0%
TPG vs CGNX
-9.8%
+78.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.2% |
| 7D | -9.4% | +3.2% | -12.6% | -10.4% |
| 30D | -5.3% | +6.0% | -11.3% | -7.5% |
| 3M | +12.9% | +3.5% | +9.4% | +10.4% |
| 6M | +20.1% | +26.3% | -6.2% | +8.3% |
| YTD | -22.5% | +79.2% | -101.7% | -41.3% |
| 1Y | -19.7% | +43.8% | -63.5% | -33.9% |
| 3Y | +81.2% | +52.0% | +29.3% | +35.3% |
| All | +69.0% | -9.8% | +78.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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