+79.8%
IBM vs TPG
+81.8%
-2.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.5% |
| 7D | +3.6% | -9.4% | +13.0% | +6.3% |
| 30D | +3.1% | -5.3% | +8.4% | +4.4% |
| 3M | -10.8% | +12.9% | -23.8% | -14.2% |
| 6M | -0.8% | +20.1% | -20.9% | -6.1% |
| YTD | -16.2% | -22.5% | +6.3% | -12.0% |
| 1Y | -2.9% | -19.7% | +16.8% | +0.9% |
| 3Y | +79.8% | +81.2% | -1.4% | +51.1% |
| All | +79.8% | +81.8% | -2.0% | +51.1% |
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