+490.2%
IJR vs TDG
+13,008.0%
-12,517.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +0.2% | -9.3% | +9.6% | +4.3% |
| 6M | +14.7% | -9.4% | +24.1% | +18.7% |
| YTD | +18.9% | -14.3% | +33.1% | +25.5% |
| 1Y | +19.9% | -11.8% | +31.8% | +24.7% |
| 3Y | +53.0% | +52.0% | +1.1% | +21.5% |
| 5Y | +40.9% | +128.8% | -88.0% | -8.6% |
| 10Y | +171.1% | +543.8% | -372.7% | +0.7% |
| All | +490.2% | +13,008.0% | -12,517.8% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling