+38.9%
XLU vs TPG
+74.1%
-35.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.6% | -9.4% | +7.8% | -0.5% |
| 30D | -3.3% | -5.3% | +1.9% | -2.8% |
| 3M | -3.2% | +12.9% | -16.1% | -4.7% |
| 6M | -7.0% | +20.1% | -27.0% | -9.4% |
| YTD | +0.6% | -22.5% | +23.1% | +3.3% |
| 1Y | +2.4% | -19.7% | +22.1% | +4.4% |
| 3Y | +46.3% | +81.2% | -34.9% | +29.0% |
| All | +38.9% | +74.1% | -35.3% | +20.3% |
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