+42.8%
IWM vs TPG
+74.1%
-31.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -2.4% | -9.4% | +7.0% | +1.2% |
| 30D | -4.6% | -5.3% | +0.7% | -3.0% |
| 3M | -0.3% | +12.9% | -13.2% | -5.6% |
| 6M | +14.7% | +20.1% | -5.4% | +5.5% |
| YTD | +17.8% | -22.5% | +40.3% | +27.6% |
| 1Y | +21.2% | -19.7% | +40.9% | +28.7% |
| 3Y | +62.3% | +81.2% | -18.9% | +20.7% |
| All | +42.8% | +74.1% | -31.3% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling