+58.6%
IOT vs TPG
+74.1%
-15.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -4.5% | -9.4% | +4.9% | +1.3% |
| 30D | -2.4% | -5.3% | +2.8% | +0.7% |
| 3M | +19.0% | +12.9% | +6.1% | +9.4% |
| 6M | +19.6% | +20.1% | -0.4% | +4.9% |
| YTD | +8.3% | -22.5% | +30.8% | +24.2% |
| 1Y | -0.8% | -19.7% | +18.9% | +10.8% |
| 3Y | +24.4% | +81.2% | -56.8% | -24.1% |
| All | +58.6% | +74.1% | -15.5% | +0.9% |
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