+75.0%
IJH vs TSLQ
-97.2%
+172.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.7% |
| 7D | -1.9% | -6.6% | +4.7% | -2.4% |
| 30D | -4.6% | -24.3% | +19.7% | -6.7% |
| 3M | -1.2% | -3.6% | +2.5% | -0.1% |
| 6M | +9.4% | -12.0% | +21.4% | +10.8% |
| YTD | +13.3% | +1.4% | +12.0% | +16.8% |
| 1Y | +13.4% | -43.6% | +56.9% | +12.0% |
| 3Y | +50.4% | -95.4% | +145.8% | +34.8% |
| All | +75.0% | -97.2% | +172.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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