+34.8%
XLP vs TPG
+81.2%
-46.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | -1.1% | +0.5% | -0.5% |
| 30D | +8.3% | +10.0% | -1.6% | +7.4% |
| 3M | +8.7% | -0.9% | +9.6% | +8.6% |
| 6M | +11.2% | +15.1% | -3.9% | +9.7% |
| YTD | +20.0% | -19.4% | +39.4% | +21.8% |
| 1Y | +21.3% | -9.0% | +30.3% | +21.7% |
| 3Y | +43.8% | +76.2% | -32.4% | +30.4% |
| All | +34.8% | +81.2% | -46.3% | +16.8% |
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