+44.4%
IVZ vs TPG
+78.3%
-34.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | +7.6% | +5.0% | +2.6% | +4.6% |
| 30D | +4.3% | +15.7% | -11.3% | -4.3% |
| 3M | -9.3% | -10.6% | +1.2% | -3.7% |
| 6M | +5.2% | +15.9% | -10.7% | -4.7% |
| YTD | +13.4% | -20.6% | +34.1% | +27.3% |
| 1Y | +25.4% | -11.8% | +37.1% | +31.7% |
| 3Y | +152.5% | +71.6% | +80.9% | +70.9% |
| All | +44.4% | +78.3% | -34.0% | -11.4% |
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