-52.1%
TSLL vs IJH
+57.6%
-109.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +2.4% |
| 7D | -14.3% | +0.6% | -14.9% | -13.8% |
| 30D | -6.2% | +1.3% | -7.5% | -6.9% |
| 3M | +21.2% | -4.1% | +25.3% | +39.4% |
| 6M | -36.6% | +1.1% | -37.7% | -34.1% |
| YTD | -47.8% | +13.6% | -61.4% | -60.1% |
| 1Y | -45.2% | +16.0% | -61.3% | -60.4% |
| 3Y | -3.3% | +60.9% | -64.2% | -56.3% |
| All | -52.1% | +57.6% | -109.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling