-1.6%
XLY vs TPG
-8.6%
+7.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.8% | +3.0% | -2.3% |
| 7D | +1.2% | -2.5% | +3.7% | +1.9% |
| 30D | +5.3% | +3.9% | +1.4% | +4.5% |
| 3M | -0.6% | -1.4% | +0.8% | -0.5% |
| 6M | +0.1% | +5.0% | -4.9% | -1.2% |
| YTD | -0.9% | -24.0% | +23.2% | +2.3% |
| 1Y | -1.6% | -8.3% | +6.7% | -3.0% |
| All | -1.6% | -8.6% | +7.0% | -3.0% |
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