+34.8%
IJR vs TPG
+74.1%
-39.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -2.2% | -9.4% | +7.3% | +1.2% |
| 30D | -4.6% | -5.3% | +0.7% | -3.1% |
| 3M | +0.2% | +12.9% | -12.7% | -4.7% |
| 6M | +14.7% | +20.1% | -5.4% | +6.0% |
| YTD | +18.9% | -22.5% | +41.4% | +28.1% |
| 1Y | +19.9% | -19.7% | +39.6% | +26.9% |
| 3Y | +53.0% | +81.2% | -28.2% | +16.9% |
| All | +34.8% | +74.1% | -39.3% | -4.5% |
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