+55.7%
IJH vs TLN
+589.3%
-533.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -0.7% | +5.8% | -6.6% | -1.5% |
| 30D | -3.8% | -6.9% | +3.0% | -3.0% |
| 3M | 0.0% | -10.9% | +10.9% | +1.1% |
| 6M | +8.8% | -4.6% | +13.4% | +8.4% |
| YTD | +13.5% | -14.7% | +28.2% | +14.3% |
| 1Y | +15.4% | -17.9% | +33.3% | +16.4% |
| 3Y | +50.9% | +483.9% | -433.0% | +11.3% |
| All | +55.7% | +589.3% | -533.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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