+18.4%
XRT vs TPG
+0.9%
+17.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +4.7% |
| 7D | +8.0% | +12.5% | -4.4% | +5.1% |
| 30D | +13.0% | +12.7% | +0.3% | +9.8% |
| 3M | +1.7% | +3.5% | -1.8% | +0.5% |
| 6M | +12.6% | +14.1% | -1.5% | +8.8% |
| YTD | +10.7% | -18.5% | +29.1% | +16.8% |
| 1Y | +18.4% | -1.8% | +20.2% | +17.0% |
| All | +18.4% | +0.9% | +17.5% | +17.0% |
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