-11.6%
IP vs TPG
+80.3%
-91.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | 0.0% | +2.0% | -2.0% | -0.7% |
| 30D | +9.4% | +9.1% | +0.3% | +6.0% |
| 3M | -14.1% | +1.0% | -15.1% | -14.8% |
| 6M | +9.2% | +13.3% | -4.2% | +3.9% |
| YTD | -7.5% | -19.8% | +12.2% | -2.1% |
| 1Y | -2.8% | -6.2% | +3.5% | -2.6% |
| 3Y | +21.2% | +75.4% | -54.1% | -2.4% |
| All | -11.6% | +80.3% | -91.9% | -34.5% |
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