+56.4%
IJR vs TLN
+602.5%
-546.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | +0.9% | +10.9% | -10.0% | -0.4% |
| 30D | -3.1% | -6.3% | +3.2% | -2.5% |
| 3M | +4.4% | -10.7% | +15.1% | +5.3% |
| 6M | +16.1% | +1.6% | +14.5% | +14.7% |
| YTD | +20.6% | -13.1% | +33.7% | +21.0% |
| 1Y | +22.9% | -15.1% | +37.9% | +23.2% |
| 3Y | +55.2% | +495.0% | -439.8% | +18.2% |
| All | +56.4% | +602.5% | -546.1% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling