+69.0%
TPG vs CPAY
+67.4%
+1.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -9.4% | -2.0% | -7.5% | -8.3% |
| 30D | -5.3% | -0.4% | -4.9% | -5.0% |
| 3M | +12.9% | +16.4% | -3.4% | +2.1% |
| 6M | +20.1% | +23.5% | -3.4% | +3.4% |
| YTD | -22.5% | +35.7% | -58.1% | -38.6% |
| 1Y | -19.7% | +30.2% | -49.9% | -34.8% |
| 3Y | +81.2% | +49.7% | +31.5% | +30.3% |
| All | +69.0% | +67.4% | +1.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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