+72.6%
TEL vs IJR
+52.1%
+20.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.1% |
| 7D | +1.6% | -2.2% | +3.8% | +3.6% |
| 30D | -0.7% | -4.6% | +3.9% | +3.5% |
| 3M | +2.4% | +0.2% | +2.2% | +2.4% |
| 6M | +4.1% | +14.7% | -10.6% | -7.0% |
| YTD | -5.8% | +18.9% | -24.7% | -18.3% |
| 1Y | +0.9% | +19.9% | -19.1% | -13.1% |
| 3Y | +72.6% | +53.0% | +19.6% | +21.5% |
| All | +72.6% | +52.1% | +20.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling