-84.5%
IRE vs TPG
-12.0%
-72.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.0% | -3.8% | -4.7% |
| 7D | +7.9% | -11.8% | +19.8% | +18.8% |
| 30D | +9.3% | -6.3% | +15.5% | +14.2% |
| 3M | -52.3% | +13.6% | -65.9% | -56.8% |
| 6M | -38.5% | +13.8% | -52.3% | -44.3% |
| YTD | -54.8% | -23.7% | -31.1% | -50.2% |
| All | -84.5% | -12.0% | -72.6% | -78.9% |
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 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