+124.3%
XME vs TPG
+81.8%
+42.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | -4.2% | -9.4% | +5.2% | -0.6% |
| 30D | -2.7% | -5.3% | +2.6% | -1.1% |
| 3M | -3.9% | +12.9% | -16.8% | -9.0% |
| 6M | -1.0% | +20.1% | -21.1% | -8.9% |
| YTD | +9.8% | -22.5% | +32.3% | +19.6% |
| 1Y | +32.5% | -19.7% | +52.2% | +41.4% |
| 3Y | +124.3% | +81.2% | +43.1% | +59.7% |
| All | +124.3% | +81.8% | +42.5% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling