+53.0%
IJR vs TCOM
+8.0%
+45.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -2.2% | -4.9% | +2.7% | -1.7% |
| 30D | -4.6% | -14.4% | +9.8% | -3.1% |
| 3M | +0.2% | -17.7% | +17.9% | +2.0% |
| 6M | +14.7% | -25.1% | +39.8% | +17.9% |
| YTD | +18.9% | -45.7% | +64.6% | +26.1% |
| 1Y | +19.9% | -47.9% | +67.8% | +27.8% |
| 3Y | +53.0% | +8.9% | +44.1% | +52.5% |
| All | +53.0% | +8.0% | +45.0% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling