+22.9%
ITW vs TPG
+0.9%
+22.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.9% |
| 7D | +6.3% | +12.5% | -6.2% | +4.7% |
| 30D | +11.1% | +12.7% | -1.6% | +9.4% |
| 3M | +0.1% | +3.5% | -3.4% | -0.6% |
| 6M | +18.1% | +14.1% | +4.0% | +15.5% |
| YTD | +21.4% | -18.5% | +39.9% | +26.0% |
| 1Y | +22.9% | -1.8% | +24.7% | +21.8% |
| All | +22.9% | +0.9% | +22.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling