-23.4%
TSLL vs IJH
+14.3%
-37.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | 0.0% |
| 7D | -7.3% | -2.5% | -4.8% | -1.5% |
| 30D | +15.8% | -5.0% | +20.8% | +31.9% |
| 3M | -19.5% | +0.5% | -20.0% | -17.8% |
| 6M | -32.1% | +8.2% | -40.3% | -39.8% |
| YTD | -48.9% | +12.4% | -61.3% | -58.0% |
| 1Y | -23.4% | +14.4% | -37.8% | -37.8% |
| All | -23.4% | +14.3% | -37.7% | -37.8% |
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