+53.6%
IJR vs TLN
+483.9%
-430.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -1.1% | +5.8% | -7.0% | -1.8% |
| 30D | -3.6% | -6.9% | +3.2% | -2.9% |
| 3M | +2.3% | -10.9% | +13.2% | +3.3% |
| 6M | +14.3% | -4.6% | +19.0% | +13.9% |
| YTD | +19.3% | -14.7% | +34.0% | +20.0% |
| 1Y | +22.6% | -17.9% | +40.5% | +23.5% |
| All | +53.6% | +483.9% | -430.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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