+10.6%
IOT vs TPG
+0.9%
+9.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.5% | +2.7% |
| 7D | -0.5% | +12.5% | -13.0% | -5.2% |
| 30D | +1.0% | +12.7% | -11.7% | -4.0% |
| 3M | +10.9% | +3.5% | +7.4% | +9.4% |
| 6M | +39.9% | +14.1% | +25.8% | +32.9% |
| YTD | +20.8% | -18.5% | +39.2% | +33.1% |
| 1Y | +10.6% | -1.8% | +12.4% | +9.9% |
| All | +10.6% | +0.9% | +9.6% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling