+19.7%
TMO vs IJH
+12.9%
+6.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -1.7% |
| 7D | -4.5% | -3.4% | -1.1% | -2.4% |
| 30D | +3.1% | -3.1% | +6.2% | +5.2% |
| 3M | +17.2% | -6.6% | +23.9% | +22.4% |
| 6M | +45.3% | -1.6% | +46.9% | +45.5% |
| YTD | +17.1% | +9.5% | +7.7% | +6.5% |
| 1Y | +19.7% | +12.1% | +7.6% | +6.8% |
| All | +19.7% | +12.9% | +6.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling