+81.2%
TPG vs CRL
+38.6%
+42.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | -9.4% | -3.5% | -5.9% | -8.3% |
| 30D | -5.3% | -2.1% | -3.1% | -4.6% |
| 3M | +12.9% | +48.0% | -35.0% | -1.4% |
| 6M | +20.1% | +64.7% | -44.7% | +0.4% |
| YTD | -22.5% | +39.5% | -62.0% | -31.5% |
| 1Y | -19.7% | +74.2% | -93.9% | -34.2% |
| 3Y | +81.2% | +39.4% | +41.8% | +53.5% |
| All | +81.2% | +38.6% | +42.6% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling