+168.1%
IJR vs TTMI
+1,127.6%
-959.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -0.3% |
| 7D | -2.2% | +0.7% | -2.8% | -2.4% |
| 30D | -4.6% | -8.4% | +3.8% | -3.0% |
| 3M | +0.2% | -32.5% | +32.7% | +8.3% |
| 6M | +14.7% | +32.5% | -17.8% | -0.2% |
| YTD | +18.9% | +83.2% | -64.4% | -8.5% |
| 1Y | +19.9% | +161.7% | -141.7% | -19.6% |
| 3Y | +53.0% | +890.1% | -837.1% | -37.5% |
| 5Y | +40.9% | +832.4% | -791.6% | -43.8% |
| All | +168.1% | +1,127.6% | -959.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling