+66.3%
TPG vs COO
-48.6%
+114.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.7% | +10.6% | +3.5% |
| 7D | -11.8% | -23.3% | +11.5% | +0.7% |
| 30D | -6.3% | -29.5% | +23.2% | +11.8% |
| 3M | +13.6% | -20.0% | +33.5% | +26.2% |
| 6M | +13.8% | -27.2% | +41.0% | +32.7% |
| YTD | -23.7% | -33.9% | +10.2% | -6.1% |
| 1Y | -18.2% | -19.9% | +1.8% | -9.7% |
| 3Y | +80.1% | -38.1% | +118.2% | +116.1% |
| All | +66.3% | -48.6% | +114.9% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling