+80.5%
TSEM vs IJH
+17.8%
+62.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.4% | -10.4% |
| 7D | -23.1% | +1.7% | -24.8% | -26.5% |
| 30D | -40.4% | +1.2% | -41.6% | -42.1% |
| 3M | -37.9% | -3.4% | -34.4% | -30.9% |
| 6M | -30.8% | +3.7% | -34.5% | -33.4% |
| YTD | +26.7% | +13.9% | +12.8% | +0.4% |
| 1Y | +80.5% | +17.4% | +63.0% | +34.7% |
| All | +80.5% | +17.8% | +62.7% | +34.7% |
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