+74.7%
IWF vs TPG
+74.1%
+0.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -0.9% | -9.4% | +8.5% | +2.3% |
| 30D | -1.7% | -5.3% | +3.5% | -0.2% |
| 3M | +0.7% | +12.9% | -12.3% | -4.0% |
| 6M | +8.6% | +20.1% | -11.5% | +0.8% |
| YTD | +3.5% | -22.5% | +26.0% | +11.2% |
| 1Y | +7.0% | -19.7% | +26.7% | +12.8% |
| 3Y | +76.3% | +81.2% | -4.9% | +31.9% |
| All | +74.7% | +74.1% | +0.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling