+55.0%
XLC vs TPG
+74.1%
-19.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +0.5% | -9.4% | +9.9% | +3.4% |
| 30D | +2.1% | -5.3% | +7.4% | +3.5% |
| 3M | +0.7% | +12.9% | -12.2% | -3.4% |
| 6M | -3.2% | +20.1% | -23.3% | -9.4% |
| YTD | -3.8% | -22.5% | +18.7% | +2.5% |
| 1Y | -2.0% | -19.7% | +17.7% | +2.6% |
| 3Y | +71.4% | +81.2% | -9.8% | +27.1% |
| All | +55.0% | +74.1% | -19.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling