+696.3%
TEL vs IJH
+446.1%
+250.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.8% |
| 7D | +1.6% | -1.9% | +3.4% | +3.6% |
| 30D | -0.7% | -4.6% | +4.0% | +4.5% |
| 3M | +2.4% | -1.2% | +3.6% | +3.9% |
| 6M | +4.1% | +9.4% | -5.3% | -4.5% |
| YTD | -5.8% | +13.3% | -19.2% | -16.9% |
| 1Y | +0.9% | +13.4% | -12.5% | -10.8% |
| 3Y | +72.6% | +50.4% | +22.2% | +12.8% |
| 5Y | +57.5% | +49.0% | +8.6% | +4.7% |
| 10Y | +313.6% | +182.6% | +131.0% | +40.0% |
| All | +696.3% | +446.1% | +250.1% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling