+74.2%
XLF vs TPG
+81.8%
-7.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.2% |
| 7D | -1.5% | -9.4% | +8.0% | +1.2% |
| 30D | -1.2% | -5.3% | +4.1% | +0.1% |
| 3M | +9.2% | +12.9% | -3.7% | +5.0% |
| 6M | +16.3% | +20.1% | -3.8% | +9.3% |
| YTD | +5.4% | -22.5% | +27.9% | +12.2% |
| 1Y | +7.6% | -19.7% | +27.3% | +12.8% |
| 3Y | +74.2% | +81.2% | -7.0% | +37.7% |
| All | +74.2% | +81.8% | -7.6% | +37.7% |
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