+23.9%
XLP vs TPG
+92.2%
-68.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -0.9% | +11.1% | -12.0% | -1.7% |
| 3M | +3.8% | +26.3% | -22.4% | +1.9% |
| 6M | -1.7% | +18.3% | -20.1% | -3.2% |
| YTD | +10.3% | -14.4% | +24.7% | +11.5% |
| 1Y | +7.8% | -6.7% | +14.5% | +8.0% |
| 3Y | +27.2% | +111.5% | -84.3% | +13.0% |
| All | +23.9% | +92.2% | -68.3% | +6.9% |
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