+21.7%
XLP vs TPG
+71.4%
-49.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +0.4% |
| 7D | -2.5% | -11.8% | +9.3% | -1.6% |
| 30D | -1.9% | -6.3% | +4.4% | -1.4% |
| 3M | -2.1% | +13.6% | -15.7% | -3.2% |
| 6M | -1.8% | +13.8% | -15.7% | -3.1% |
| YTD | +8.3% | -23.7% | +32.0% | +10.5% |
| 1Y | +6.8% | -18.2% | +25.0% | +8.1% |
| 3Y | +25.7% | +80.1% | -54.4% | +13.3% |
| All | +21.7% | +71.4% | -49.6% | +6.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling