+18.9%
XLY vs TPG
+74.1%
-55.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -1.7% | -9.4% | +7.7% | +1.8% |
| 30D | -4.2% | -5.3% | +1.1% | -2.5% |
| 3M | -2.7% | +12.9% | -15.6% | -7.6% |
| 6M | -0.6% | +20.1% | -20.7% | -8.4% |
| YTD | -5.0% | -22.5% | +17.5% | +2.7% |
| 1Y | -4.1% | -19.7% | +15.6% | +1.5% |
| 3Y | +33.6% | +81.2% | -47.6% | -3.2% |
| All | +18.9% | +74.1% | -55.3% | -19.5% |
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