-33.0%
TSLL vs IJH
+14.5%
-47.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.6% |
| 3M | +20.9% | -5.7% | +26.5% | +43.0% |
| 6M | -37.5% | +1.4% | -38.9% | -34.6% |
| YTD | -44.5% | +12.6% | -57.1% | -48.9% |
| 1Y | -33.0% | +16.1% | -49.1% | -39.2% |
| All | -33.0% | +14.5% | -47.5% | -39.2% |
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