-83.2%
IRE vs TPG
-8.2%
-75.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.9% | -2.9% | -3.8% |
| 7D | +29.0% | -6.5% | +35.6% | +35.5% |
| 30D | +24.2% | +0.1% | +24.1% | +23.1% |
| 3M | -53.2% | +14.5% | -67.7% | -57.8% |
| 6M | -36.0% | +17.3% | -53.4% | -43.7% |
| YTD | -51.0% | -20.5% | -30.5% | -47.8% |
| All | -83.2% | -8.2% | -75.0% | -77.9% |
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 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