+198.5%
IRM vs TPG
+74.1%
+124.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | -1.4% | -9.4% | +8.0% | +1.3% |
| 30D | -7.4% | -5.3% | -2.1% | -6.2% |
| 3M | -7.4% | +12.9% | -20.3% | -11.1% |
| 6M | +8.7% | +20.1% | -11.4% | +2.0% |
| YTD | +40.9% | -22.5% | +63.4% | +49.7% |
| 1Y | +20.5% | -19.7% | +40.2% | +26.3% |
| 3Y | +101.7% | +81.2% | +20.5% | +58.2% |
| All | +198.5% | +74.1% | +124.3% | +128.5% |
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 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