+141.8%
XLE vs TPG
+74.1%
+67.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +1.7% | -9.4% | +11.1% | +3.4% |
| 30D | +6.7% | -5.3% | +12.0% | +7.5% |
| 3M | +14.9% | +12.9% | +1.9% | +11.7% |
| 6M | +15.9% | +20.1% | -4.2% | +10.8% |
| YTD | +47.7% | -22.5% | +70.2% | +54.3% |
| 1Y | +50.7% | -19.7% | +70.4% | +55.6% |
| 3Y | +57.9% | +81.2% | -23.3% | +34.0% |
| All | +141.8% | +74.1% | +67.7% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling