+3.2%
ITW vs TPG
-16.9%
+20.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.7% | -9.4% | +8.7% | +0.3% |
| 30D | -8.3% | -5.3% | -3.1% | -7.8% |
| 3M | +6.0% | +12.9% | -6.9% | +4.3% |
| 6M | 0.0% | +20.1% | -20.1% | -2.5% |
| YTD | +10.2% | -22.5% | +32.7% | +13.8% |
| 1Y | +3.2% | -19.7% | +22.9% | +5.1% |
| All | +3.2% | -16.9% | +20.1% | +5.1% |
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