+69.0%
TPG vs CNI
+8.3%
+60.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -9.4% | -0.4% | -9.0% | -9.2% |
| 30D | -5.3% | -2.7% | -2.6% | -3.5% |
| 3M | +12.9% | +3.9% | +9.0% | +9.8% |
| 6M | +20.1% | +16.4% | +3.7% | +7.1% |
| YTD | -22.5% | +25.8% | -48.3% | -35.2% |
| 1Y | -19.7% | +32.4% | -52.1% | -35.5% |
| 3Y | +81.2% | +19.1% | +62.1% | +53.8% |
| All | +69.0% | +8.3% | +60.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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