+10.6%
TMO vs IJH
+48.0%
-37.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -0.6% | -1.9% | +1.2% | +0.7% |
| 30D | +1.1% | -4.6% | +5.8% | +4.7% |
| 3M | +28.3% | -1.2% | +29.5% | +29.2% |
| 6M | +23.3% | +9.4% | +13.9% | +14.9% |
| YTD | +5.5% | +13.3% | -7.9% | -4.4% |
| 1Y | +24.5% | +13.4% | +11.2% | +12.8% |
| 3Y | +19.6% | +50.4% | -30.9% | -13.0% |
| All | +10.6% | +48.0% | -37.3% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling