-25.0%
TSEM vs IJH
+1,054.0%
-1,079.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | -4.9% | -1.9% | -3.0% | -3.1% |
| 30D | -18.7% | -4.6% | -14.1% | -14.8% |
| 3M | -18.1% | -1.2% | -17.0% | -16.3% |
| 6M | +77.1% | +9.4% | +67.7% | +66.7% |
| YTD | +80.1% | +13.3% | +66.8% | +64.6% |
| 1Y | +220.4% | +13.4% | +207.0% | +194.3% |
| 3Y | +650.1% | +50.4% | +599.6% | +441.8% |
| 5Y | +628.9% | +49.0% | +579.9% | +414.5% |
| 10Y | +1,293.4% | +182.6% | +1,110.8% | +443.4% |
| All | -25.0% | +1,054.0% | -1,079.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling