+23.1%
XLP vs TPG
+85.9%
-62.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | -1.4% | -2.9% | +1.4% | -1.2% |
| 30D | -1.3% | +5.0% | -6.3% | -1.7% |
| 3M | +1.8% | +24.9% | -23.1% | 0.0% |
| 6M | -0.8% | +21.1% | -21.9% | -2.5% |
| YTD | +9.5% | -17.3% | +26.8% | +11.1% |
| 1Y | +7.2% | -9.8% | +17.0% | +7.6% |
| 3Y | +27.1% | +95.4% | -68.3% | +13.9% |
| All | +23.1% | +85.9% | -62.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling