+169.3%
IJH vs TMF
-82.1%
+251.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.2% |
| 7D | +2.3% | -9.3% | +11.6% | +1.7% |
| 30D | +2.1% | +1.9% | +0.1% | +2.2% |
| 3M | -5.7% | -11.2% | +5.6% | -6.3% |
| 6M | +1.4% | -17.7% | +19.1% | +0.3% |
| YTD | +12.6% | -24.5% | +37.1% | +10.8% |
| 1Y | +16.1% | -29.4% | +45.6% | +13.7% |
| 3Y | +57.8% | -33.4% | +91.2% | +55.8% |
| 5Y | +36.8% | -88.7% | +125.5% | +5.4% |
| All | +169.3% | -82.1% | +251.4% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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