+66.3%
TPG vs CLBK
+21.6%
+44.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.3% |
| 7D | -11.8% | -1.4% | -10.5% | -11.3% |
| 30D | -6.3% | +4.5% | -10.8% | -8.0% |
| 3M | +13.6% | +22.8% | -9.2% | +3.8% |
| 6M | +13.8% | +43.4% | -29.6% | -2.7% |
| YTD | -23.7% | +64.1% | -87.8% | -38.4% |
| 1Y | -18.2% | +67.6% | -85.7% | -34.7% |
| 3Y | +80.1% | +53.3% | +26.9% | +46.7% |
| All | +66.3% | +21.6% | +44.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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