+32.5%
XLV vs TPG
+74.1%
-41.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -3.6% | -9.4% | +5.9% | -2.3% |
| 30D | -1.8% | -5.3% | +3.4% | -1.2% |
| 3M | +7.8% | +12.9% | -5.1% | +5.7% |
| 6M | +9.1% | +20.1% | -11.0% | +5.9% |
| YTD | +7.7% | -22.5% | +30.2% | +10.9% |
| 1Y | +20.4% | -19.7% | +40.1% | +23.1% |
| 3Y | +30.8% | +81.2% | -50.4% | +14.2% |
| All | +32.5% | +74.1% | -41.6% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling