+63.8%
IVZ vs TPG
+92.2%
-28.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | +0.6% | -2.4% | +3.1% | +2.1% |
| 30D | +4.0% | +11.1% | -7.1% | -2.6% |
| 3M | +18.2% | +26.3% | -8.1% | +2.4% |
| 6M | +32.8% | +18.3% | +14.5% | +18.8% |
| YTD | +28.7% | -14.4% | +43.2% | +38.8% |
| 1Y | +55.4% | -6.7% | +62.1% | +58.0% |
| 3Y | +135.2% | +111.5% | +23.8% | +41.0% |
| All | +63.8% | +92.2% | -28.4% | -3.3% |
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