-37.2%
TSLL vs IJH
+1.4%
-38.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +2.6% |
| 7D | +0.5% | +0.2% | +0.3% | +2.6% |
| 30D | +2.7% | +2.1% | +0.5% | -2.5% |
| 3M | +26.3% | -3.6% | +29.9% | +52.1% |
| 6M | -37.2% | +1.8% | -39.0% | -37.7% |
| All | -37.2% | +1.4% | -38.5% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling