+39.8%
IJR vs TDG
+126.1%
-86.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | -4.6% | -7.7% | +3.1% | -1.4% |
| 3M | +0.2% | -9.3% | +9.6% | +4.0% |
| 6M | +14.7% | -9.4% | +24.1% | +18.4% |
| YTD | +18.9% | -14.3% | +33.1% | +25.1% |
| 1Y | +19.9% | -11.8% | +31.8% | +24.2% |
| 3Y | +53.0% | +52.0% | +1.1% | +16.8% |
| All | +39.8% | +126.1% | -86.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · 6 months rolling