+16.0%
TFC vs IJR
+38.0%
-22.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.3% |
| 7D | -2.5% | -2.3% | -0.2% | 0.0% |
| 30D | -2.8% | -4.7% | +1.9% | +2.2% |
| 3M | +2.1% | +2.1% | 0.0% | -0.3% |
| 6M | +10.1% | +13.9% | -3.8% | -4.3% |
| YTD | +5.4% | +18.2% | -12.8% | -11.9% |
| 1Y | +16.3% | +21.8% | -5.5% | -6.2% |
| 3Y | +95.9% | +52.2% | +43.7% | +23.5% |
| 5Y | +16.0% | +40.1% | -24.1% | -21.5% |
| All | +16.0% | +38.0% | -22.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling