+253.1%
TSEM vs IJH
+18.2%
+234.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.5% |
| 7D | +6.9% | +0.1% | +6.8% | +6.7% |
| 30D | +5.3% | -1.5% | +6.8% | +9.9% |
| 3M | -14.9% | +0.8% | -15.7% | -13.9% |
| 6M | +80.0% | +7.6% | +72.5% | +60.6% |
| YTD | +89.4% | +15.5% | +73.9% | +51.7% |
| 1Y | +253.1% | +16.9% | +236.2% | +178.2% |
| All | +253.1% | +18.2% | +234.9% | +178.2% |
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