-51.9%
TSLL vs IJH
+59.2%
-111.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +9.6% |
| 7D | +5.8% | +1.0% | +4.8% | +3.0% |
| 30D | +21.7% | -3.1% | +24.8% | +32.6% |
| 3M | -28.2% | +1.9% | -30.2% | -29.9% |
| 6M | -29.5% | +11.0% | -40.5% | -44.1% |
| YTD | -47.5% | +14.7% | -62.3% | -62.1% |
| 1Y | -20.8% | +15.6% | -36.4% | -43.3% |
| 3Y | -26.7% | +52.5% | -79.3% | -64.3% |
| All | -51.9% | +59.2% | -111.1% | -77.2% |
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 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