+999.5%
IJR vs TTMI
+497.9%
+501.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.3% |
| 7D | -1.1% | +7.5% | -8.6% | -2.6% |
| 30D | -3.6% | -4.5% | +0.9% | -3.2% |
| 3M | +2.3% | -28.5% | +30.9% | +7.1% |
| 6M | +14.3% | +28.4% | -14.0% | +4.7% |
| YTD | +19.3% | +80.1% | -60.8% | +0.5% |
| 1Y | +22.6% | +161.0% | -138.4% | -5.5% |
| 3Y | +53.5% | +862.4% | -808.9% | -11.5% |
| 5Y | +39.9% | +812.9% | -773.0% | -20.1% |
| 10Y | +172.1% | +1,094.7% | -922.7% | +42.7% |
| All | +999.5% | +497.9% | +501.6% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling