+1.6%
IYR vs TPG
+71.4%
-69.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | 0.0% |
| 7D | -2.8% | -11.8% | +9.0% | -0.1% |
| 30D | -2.5% | -6.3% | +3.7% | -1.3% |
| 3M | -3.0% | +13.6% | -16.5% | -6.2% |
| 6M | +1.6% | +13.8% | -12.2% | -2.2% |
| YTD | +7.3% | -23.7% | +31.0% | +13.1% |
| 1Y | +5.6% | -18.2% | +23.8% | +8.9% |
| 3Y | +28.1% | +80.1% | -52.0% | +0.1% |
| All | +1.6% | +71.4% | -69.8% | -22.9% |
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