-49.1%
TSLL vs IJH
+56.3%
-105.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.4% |
| 7D | +17.8% | +2.3% | +15.6% | +11.2% |
| 30D | +8.2% | +2.1% | +6.2% | +5.1% |
| 3M | +20.9% | -5.7% | +26.5% | +45.2% |
| 6M | -37.5% | +1.4% | -38.9% | -35.6% |
| YTD | -44.5% | +12.6% | -57.1% | -56.7% |
| 1Y | -33.0% | +16.1% | -49.1% | -52.0% |
| 3Y | -6.4% | +57.8% | -64.2% | -55.8% |
| All | -49.1% | +56.3% | -105.4% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling