+24.4%
IOT vs TPG
+81.8%
-57.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -4.5% | -9.4% | +4.9% | +0.8% |
| 30D | -2.4% | -5.3% | +2.8% | +0.5% |
| 3M | +19.0% | +12.9% | +6.1% | +10.3% |
| 6M | +19.6% | +20.1% | -0.4% | +6.3% |
| YTD | +8.3% | -22.5% | +30.8% | +24.2% |
| 1Y | -0.8% | -19.7% | +18.9% | +11.0% |
| 3Y | +24.4% | +81.2% | -56.8% | -36.1% |
| All | +24.4% | +81.8% | -57.4% | -36.1% |
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