+73.3%
XLI vs TPG
+74.1%
-0.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | -1.7% | -9.4% | +7.8% | +0.9% |
| 30D | -7.3% | -5.3% | -2.0% | -6.2% |
| 3M | -1.3% | +12.9% | -14.3% | -5.0% |
| 6M | +2.2% | +20.1% | -17.9% | -3.7% |
| YTD | +11.7% | -22.5% | +34.2% | +18.2% |
| 1Y | +14.3% | -19.7% | +33.9% | +19.2% |
| 3Y | +70.3% | +81.2% | -10.9% | +37.1% |
| All | +73.3% | +74.1% | -0.8% | +33.0% |
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