+537.0%
TDG vs IJH
+184.0%
+352.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -1.9% | -1.9% | 0.0% | +0.1% |
| 30D | -7.7% | -4.6% | -3.1% | -3.0% |
| 3M | -9.3% | -1.2% | -8.2% | -8.3% |
| 6M | -9.4% | +9.4% | -18.8% | -17.6% |
| YTD | -14.3% | +13.3% | -27.6% | -25.2% |
| 1Y | -11.8% | +13.4% | -25.2% | -23.4% |
| 3Y | +52.0% | +50.4% | +1.5% | -6.2% |
| 5Y | +128.8% | +49.0% | +79.9% | +42.3% |
| All | +537.0% | +184.0% | +352.9% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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