+5.7%
XLP vs TPG
-12.8%
+18.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -1.1% |
| 7D | -2.9% | -6.5% | +3.6% | -2.8% |
| 30D | -2.2% | +0.1% | -2.3% | -2.2% |
| 3M | -0.6% | +14.5% | -15.1% | -0.3% |
| 6M | -2.2% | +17.3% | -19.5% | -1.9% |
| YTD | +8.3% | -20.5% | +28.8% | +9.8% |
| 1Y | +5.7% | -13.2% | +19.0% | +6.0% |
| All | +5.7% | -12.8% | +18.5% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling