+20.4%
XLV vs TPG
-16.9%
+37.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -3.6% | -9.4% | +5.9% | -2.7% |
| 30D | -1.8% | -5.3% | +3.4% | -1.4% |
| 3M | +7.8% | +12.9% | -5.1% | +6.7% |
| 6M | +9.1% | +20.1% | -11.0% | +7.2% |
| YTD | +7.7% | -22.5% | +30.2% | +10.0% |
| 1Y | +20.4% | -19.7% | +40.1% | +20.7% |
| All | +20.4% | -16.9% | +37.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling