+141.1%
XLE vs TPG
+71.4%
+69.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | +0.1% |
| 7D | +0.5% | -11.8% | +12.3% | +2.7% |
| 30D | +6.6% | -6.3% | +12.8% | +7.5% |
| 3M | +12.3% | +13.6% | -1.3% | +9.1% |
| 6M | +18.4% | +13.8% | +4.6% | +14.3% |
| YTD | +47.2% | -23.7% | +71.0% | +54.2% |
| 1Y | +50.3% | -18.2% | +68.4% | +54.3% |
| 3Y | +55.3% | +80.1% | -24.8% | +31.9% |
| All | +141.1% | +71.4% | +69.7% | +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 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