-3.3%
TSLL vs IJH
+58.5%
-61.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +1.1% |
| 7D | -14.3% | +0.6% | -14.9% | -13.9% |
| 30D | -6.2% | +1.3% | -7.5% | -7.3% |
| 3M | +21.2% | -4.1% | +25.3% | +41.9% |
| 6M | -36.6% | +1.1% | -37.7% | -34.2% |
| YTD | -47.8% | +13.6% | -61.4% | -62.5% |
| 1Y | -45.2% | +16.0% | -61.3% | -63.2% |
| 3Y | -3.3% | +60.9% | -64.2% | -53.4% |
| All | -3.3% | +58.5% | -61.7% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling