+14.3%
IJR vs TTMI
+43.8%
-29.4%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.7% |
| 7D | -1.1% | +7.5% | -8.6% | -1.8% |
| 30D | -3.6% | -4.5% | +0.9% | -3.3% |
| 3M | +2.3% | -28.5% | +30.9% | +4.9% |
| 6M | +14.3% | +28.4% | -14.0% | +6.0% |
| All | +14.3% | +43.8% | -29.4% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling