+41.0%
IVZ vs TPG
+77.8%
-36.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.5% |
| 7D | +5.1% | +4.2% | +1.0% | +2.7% |
| 30D | -1.6% | +13.5% | -15.1% | -8.7% |
| 3M | -9.1% | -3.3% | -5.9% | -8.0% |
| 6M | +1.8% | +11.8% | -10.0% | -5.8% |
| YTD | +10.8% | -20.9% | +31.7% | +24.6% |
| 1Y | +19.1% | -13.1% | +32.3% | +26.3% |
| 3Y | +144.4% | +72.9% | +71.5% | +64.7% |
| All | +41.0% | +77.8% | -36.7% | -13.3% |
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