+53.6%
IEFA vs TPG
+74.1%
-20.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -1.6% | -9.4% | +7.9% | +0.6% |
| 30D | -1.5% | -5.3% | +3.8% | -0.5% |
| 3M | +3.4% | +12.9% | -9.5% | +0.1% |
| 6M | +9.5% | +20.1% | -10.6% | +4.1% |
| YTD | +13.0% | -22.5% | +35.5% | +18.6% |
| 1Y | +18.0% | -19.7% | +37.7% | +22.2% |
| 3Y | +65.4% | +81.2% | -15.8% | +32.2% |
| All | +53.6% | +74.1% | -20.5% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling