+49.9%
XLF vs TPG
+74.1%
-24.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.2% |
| 7D | -1.5% | -9.4% | +8.0% | +1.4% |
| 30D | -1.2% | -5.3% | +4.1% | +0.2% |
| 3M | +9.2% | +12.9% | -3.7% | +4.7% |
| 6M | +16.3% | +20.1% | -3.8% | +8.9% |
| YTD | +5.4% | -22.5% | +27.9% | +12.3% |
| 1Y | +7.6% | -19.7% | +27.3% | +12.8% |
| 3Y | +74.2% | +81.2% | -7.0% | +36.9% |
| All | +49.9% | +74.1% | -24.2% | +11.6% |
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