+806.1%
IJH vs TCOM
+2,536.0%
-1,729.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -2.5% | -6.5% | +4.0% | -1.3% |
| 30D | -5.0% | -16.2% | +11.2% | -2.0% |
| 3M | +0.5% | -19.3% | +19.9% | +4.0% |
| 6M | +8.2% | -27.2% | +35.5% | +14.0% |
| YTD | +12.5% | -46.2% | +58.6% | +24.4% |
| 1Y | +14.4% | -46.6% | +61.0% | +26.6% |
| 3Y | +49.5% | +8.4% | +41.1% | +40.7% |
| 5Y | +47.8% | +25.8% | +22.0% | +27.7% |
| 10Y | +180.4% | -11.9% | +192.3% | +145.2% |
| All | +806.1% | +2,536.0% | -1,729.9% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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