-0.8%
XYL vs TPG
+74.1%
-74.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +1.2% | -9.4% | +10.6% | +4.1% |
| 30D | -11.9% | -5.3% | -6.7% | -10.8% |
| 3M | -1.5% | +12.9% | -14.5% | -5.6% |
| 6M | -11.9% | +20.1% | -32.0% | -17.5% |
| YTD | -20.6% | -22.5% | +1.9% | -15.2% |
| 1Y | -23.5% | -19.7% | -3.8% | -19.7% |
| 3Y | +14.9% | +81.2% | -66.4% | -12.5% |
| All | -0.8% | +74.1% | -74.9% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling