+64.1%
IWD vs TPG
+85.9%
-21.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | 0.0% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -0.8% | +5.0% | -5.8% | -2.1% |
| 3M | +8.0% | +24.9% | -16.9% | +2.0% |
| 6M | +18.2% | +21.1% | -2.9% | +11.9% |
| YTD | +22.3% | -17.3% | +39.6% | +26.8% |
| 1Y | +28.9% | -9.8% | +38.7% | +30.1% |
| 3Y | +71.5% | +95.4% | -23.9% | +36.8% |
| All | +64.1% | +85.9% | -21.8% | +25.2% |
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