+25.5%
XLB vs TPG
+78.6%
-53.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | 0.0% |
| 7D | -2.9% | -6.5% | +3.6% | -1.2% |
| 30D | -3.4% | +0.1% | -3.4% | -3.6% |
| 3M | +1.6% | +14.5% | -12.9% | -2.5% |
| 6M | +3.6% | +17.3% | -13.7% | -1.7% |
| YTD | +14.2% | -20.5% | +34.8% | +20.2% |
| 1Y | +15.6% | -13.2% | +28.8% | +18.0% |
| 3Y | +33.1% | +87.7% | -54.6% | +2.8% |
| All | +25.5% | +78.6% | -53.1% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling