+24.5%
TMO vs IJR
+21.9%
+2.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -0.6% | -2.2% | +1.5% | +0.7% |
| 30D | +1.1% | -4.6% | +5.7% | +4.0% |
| 3M | +28.3% | +0.2% | +28.1% | +27.6% |
| 6M | +23.3% | +14.7% | +8.5% | +11.9% |
| YTD | +5.5% | +18.9% | -13.4% | -6.5% |
| 1Y | +24.5% | +19.9% | +4.6% | +11.3% |
| All | +24.5% | +21.9% | +2.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling