+80.4%
TPG vs COO
-35.7%
+116.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.9% |
| 7D | -2.9% | -2.3% | -0.6% | -1.6% |
| 30D | +5.0% | -8.8% | +13.9% | +10.2% |
| 3M | +24.9% | +1.3% | +23.6% | +23.6% |
| 6M | +21.1% | -11.6% | +32.7% | +28.4% |
| YTD | -17.3% | -17.4% | +0.2% | -8.7% |
| 1Y | -9.8% | -1.6% | -8.2% | -10.1% |
| 3Y | +95.4% | -22.6% | +118.1% | +110.1% |
| All | +80.4% | -35.7% | +116.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling