+363.9%
TFC vs IJH
+1,055.9%
-692.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -0.5% |
| 30D | -2.3% | -3.8% | +1.5% | +1.9% |
| 3M | +2.5% | 0.0% | +2.4% | +2.2% |
| 6M | +9.5% | +8.8% | +0.7% | -0.4% |
| YTD | +5.1% | +13.5% | -8.5% | -8.8% |
| 1Y | +15.5% | +15.4% | +0.1% | -1.7% |
| 3Y | +95.2% | +50.9% | +44.2% | +25.3% |
| 5Y | +14.5% | +47.8% | -33.3% | -24.2% |
| 10Y | +97.2% | +183.1% | -85.9% | -31.4% |
| All | +363.9% | +1,055.9% | -692.0% | -53.6% |
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