-55.4%
TSLL vs IJH
+60.2%
-115.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -12.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | +17.8% | -1.5% | +19.3% | +23.0% |
| 3M | -37.0% | +0.8% | -37.8% | -36.1% |
| 6M | -37.7% | +7.6% | -45.2% | -46.3% |
| YTD | -51.4% | +15.5% | -66.9% | -65.4% |
| 1Y | -23.4% | +16.9% | -40.3% | -46.7% |
| 3Y | -30.8% | +48.1% | -78.8% | -64.6% |
| All | -55.4% | +60.2% | -115.6% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling