+29.5%
XLB vs TPG
+0.9%
+28.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +2.0% |
| 7D | +3.9% | +12.5% | -8.6% | +2.2% |
| 30D | +8.9% | +12.7% | -3.8% | +7.0% |
| 3M | +4.1% | +3.5% | +0.6% | +3.3% |
| 6M | +7.3% | +14.1% | -6.8% | +4.6% |
| YTD | +20.4% | -18.5% | +38.9% | +24.7% |
| 1Y | +29.5% | -1.8% | +31.3% | +27.2% |
| All | +29.5% | +0.9% | +28.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling