-48.9%
XE vs TPG
+11.9%
-60.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.4% | -6.4% |
| 7D | -15.7% | -9.4% | -6.3% | -12.3% |
| 30D | -26.6% | -5.3% | -21.4% | -24.4% |
| 3M | -20.3% | +12.9% | -33.2% | -18.3% |
| All | -48.9% | +11.9% | -60.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 6mo: compounded portfolio wealth divided by compounded TPG 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…
6mo analysis · Full analysis span regression · Available span rolling