+363.9%
TFC vs IJR
+1,130.2%
-766.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.3% |
| 7D | -1.3% | -1.1% | -0.2% | -0.1% |
| 30D | -2.3% | -3.6% | +1.3% | +1.4% |
| 3M | +2.5% | +2.3% | +0.1% | 0.0% |
| 6M | +9.5% | +14.3% | -4.9% | -4.7% |
| YTD | +5.1% | +19.3% | -14.2% | -12.4% |
| 1Y | +15.5% | +22.6% | -7.1% | -6.6% |
| 3Y | +95.2% | +53.5% | +41.6% | +25.9% |
| 5Y | +14.5% | +39.9% | -25.5% | -18.0% |
| 10Y | +97.2% | +172.1% | -74.9% | -25.1% |
| All | +363.9% | +1,130.2% | -766.3% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling