-52.0%
TSLL vs IJH
+57.5%
-109.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +2.6% |
| 7D | +5.1% | -0.7% | +5.9% | +7.1% |
| 30D | +20.0% | -3.8% | +23.8% | +33.3% |
| 3M | -23.8% | 0.0% | -23.8% | -21.6% |
| 6M | -30.3% | +8.8% | -39.0% | -41.7% |
| YTD | -47.7% | +13.5% | -61.2% | -61.1% |
| 1Y | -21.2% | +15.4% | -36.6% | -43.4% |
| 3Y | -26.9% | +50.9% | -77.8% | -63.4% |
| All | -52.0% | +57.5% | -109.5% | -76.6% |
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 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