+293.0%
IBKR vs TPG
+81.8%
+211.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.4% |
| 7D | -1.3% | -9.4% | +8.1% | +3.2% |
| 30D | -0.2% | -5.3% | +5.0% | +2.0% |
| 3M | +3.0% | +12.9% | -10.0% | -3.9% |
| 6M | +33.9% | +20.1% | +13.8% | +20.7% |
| YTD | +42.5% | -22.5% | +65.0% | +58.7% |
| 1Y | +44.9% | -19.7% | +64.5% | +57.7% |
| 3Y | +293.0% | +81.2% | +211.8% | +241.7% |
| All | +293.0% | +81.8% | +211.2% | +241.7% |
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