+1,122.0%
IJR vs TT
+4,435.9%
-3,313.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.3% | +8.1% | -5.8% | -1.3% |
| 30D | +2.2% | -11.3% | +13.5% | +7.6% |
| 3M | -5.3% | -11.2% | +5.9% | -0.5% |
| 6M | +4.3% | -8.9% | +13.2% | +7.6% |
| YTD | +18.0% | +9.7% | +8.3% | +10.8% |
| 1Y | +19.2% | +1.3% | +18.0% | +16.2% |
| 3Y | +61.1% | +93.4% | -32.2% | +13.3% |
| 5Y | +27.3% | +133.5% | -106.2% | -19.7% |
| 10Y | +154.1% | +739.9% | -585.8% | -13.2% |
| All | +1,122.0% | +4,435.9% | -3,313.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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