+0.9%
TEL vs IJH
+14.9%
-14.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.5% |
| 7D | +1.6% | -1.9% | +3.4% | +4.2% |
| 30D | -0.7% | -4.6% | +4.0% | +6.2% |
| 3M | +2.4% | -1.2% | +3.6% | +4.4% |
| 6M | +4.1% | +9.4% | -5.3% | -6.5% |
| YTD | -5.8% | +13.3% | -19.2% | -19.3% |
| 1Y | +0.9% | +13.4% | -12.5% | -13.3% |
| All | +0.9% | +14.9% | -14.0% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling