-13.1%
IP vs TPG
+69.8%
-82.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -5.1% | -0.4% | -4.7% | -5.0% |
| 30D | +8.5% | +4.5% | +4.0% | +6.7% |
| 3M | -13.8% | -3.1% | -10.7% | -13.3% |
| 6M | +5.7% | +5.8% | -0.1% | +3.0% |
| YTD | -9.1% | -24.4% | +15.3% | -1.8% |
| 1Y | -0.8% | -11.1% | +10.2% | +1.2% |
| 3Y | +14.8% | +77.5% | -62.7% | -7.7% |
| All | -13.1% | +69.8% | -82.9% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling