+66.1%
IJR vs TSLQ
-97.2%
+163.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.4% |
| 7D | -2.2% | -6.6% | +4.4% | -2.8% |
| 30D | -4.6% | -24.3% | +19.7% | -6.8% |
| 3M | +0.2% | -3.6% | +3.8% | +1.4% |
| 6M | +14.7% | -12.0% | +26.7% | +16.3% |
| YTD | +18.9% | +1.4% | +17.5% | +22.8% |
| 1Y | +19.9% | -43.6% | +63.5% | +18.3% |
| 3Y | +53.0% | -95.4% | +148.4% | +35.3% |
| All | +66.1% | -97.2% | +163.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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