-8.3%
TPG vs ITOT
+9.8%
-18.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.4% | -0.4% |
| 7D | -2.5% | -4.8% | +2.3% | +4.8% |
| 30D | +3.9% | -5.9% | +9.8% | +13.6% |
| 3M | -1.4% | -4.9% | +3.5% | +6.3% |
| 6M | +5.0% | +1.4% | +3.5% | +3.6% |
| YTD | -24.0% | +8.4% | -32.4% | -29.3% |
| 1Y | -8.3% | +9.3% | -17.6% | -14.9% |
| All | -8.3% | +9.8% | -18.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling