+20.9%
ITW vs TPG
+74.1%
-53.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.7% | -9.4% | +8.7% | +1.6% |
| 30D | -8.3% | -5.3% | -3.1% | -7.3% |
| 3M | +6.0% | +12.9% | -6.9% | +2.4% |
| 6M | 0.0% | +20.1% | -20.1% | -5.4% |
| YTD | +10.2% | -22.5% | +32.7% | +16.2% |
| 1Y | +3.2% | -19.7% | +22.9% | +7.3% |
| 3Y | +21.0% | +81.2% | -60.2% | -3.7% |
| All | +20.9% | +74.1% | -53.3% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling