+19.6%
TMO vs IJR
+52.1%
-32.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -0.6% | -2.2% | +1.5% | +0.8% |
| 30D | +1.1% | -4.6% | +5.7% | +4.2% |
| 3M | +28.3% | +0.2% | +28.1% | +27.9% |
| 6M | +23.3% | +14.7% | +8.5% | +12.3% |
| YTD | +5.5% | +18.9% | -13.4% | -6.3% |
| 1Y | +24.5% | +19.9% | +4.6% | +9.9% |
| 3Y | +19.6% | +53.0% | -33.5% | -13.1% |
| All | +19.6% | +52.1% | -32.5% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling