+1.0%
TPGXL vs SPY
+54.3%
-53.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -0.9% | -0.8% | -0.2% | -0.8% |
| 30D | -2.9% | -1.1% | -1.9% | -2.7% |
| 3M | -3.0% | +3.9% | -6.8% | -3.7% |
| 6M | -8.4% | +13.6% | -22.0% | -10.4% |
| YTD | -8.4% | +12.7% | -21.1% | -10.3% |
| 1Y | -10.1% | +17.5% | -27.7% | -12.7% |
| All | +1.0% | +54.3% | -53.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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