-6.7%
TPG vs CRL
+78.8%
-85.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | +11.1% | +10.7% | +0.4% | +7.6% |
| 3M | +26.3% | +55.3% | -29.0% | +8.4% |
| 6M | +18.3% | +60.7% | -42.3% | -0.4% |
| YTD | -14.4% | +44.6% | -59.1% | -24.5% |
| 1Y | -6.7% | +77.7% | -84.5% | -19.9% |
| All | -6.7% | +78.8% | -85.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling