+52.6%
IEMG vs TPG
+74.1%
-21.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -1.3% | -9.4% | +8.1% | +0.8% |
| 30D | +1.9% | -5.3% | +7.2% | +2.9% |
| 3M | +1.4% | +12.9% | -11.5% | -1.7% |
| 6M | +15.2% | +20.1% | -4.9% | +9.9% |
| YTD | +23.8% | -22.5% | +46.3% | +29.4% |
| 1Y | +30.7% | -19.7% | +50.3% | +34.9% |
| 3Y | +83.3% | +81.2% | +2.1% | +50.1% |
| All | +52.6% | +74.1% | -21.5% | +19.3% |
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