+31.4%
XLB vs TPG
+81.8%
-50.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.8% | -9.4% | +6.6% | -0.7% |
| 30D | -3.1% | -5.3% | +2.2% | -2.1% |
| 3M | -0.2% | +12.9% | -13.1% | -3.4% |
| 6M | +3.1% | +20.1% | -17.0% | -2.1% |
| YTD | +13.3% | -22.5% | +35.8% | +19.4% |
| 1Y | +12.0% | -19.7% | +31.7% | +16.6% |
| 3Y | +31.4% | +81.2% | -49.8% | +3.2% |
| All | +31.4% | +81.8% | -50.4% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling