+69.0%
TPG vs COO
-48.8%
+117.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -9.4% | -22.5% | +13.1% | +2.8% |
| 30D | -5.3% | -29.7% | +24.5% | +13.2% |
| 3M | +12.9% | -20.1% | +33.1% | +25.6% |
| 6M | +20.1% | -26.9% | +47.0% | +39.6% |
| YTD | -22.5% | -34.2% | +11.7% | -4.4% |
| 1Y | -19.7% | -21.3% | +1.6% | -10.6% |
| 3Y | +81.2% | -38.7% | +119.9% | +118.6% |
| All | +69.0% | -48.8% | +117.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling