-46.0%
TSLL vs IJR
+24.2%
-70.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.7% | -9.2% |
| 7D | -9.4% | +2.3% | -11.7% | -14.1% |
| 30D | +1.6% | +2.8% | -1.2% | -4.6% |
| 3M | +29.4% | -4.6% | +34.0% | +44.4% |
| 6M | -20.1% | +5.7% | -25.8% | -25.9% |
| YTD | -44.5% | +19.9% | -64.4% | -58.4% |
| 1Y | -46.0% | +24.2% | -70.2% | -62.7% |
| All | -46.0% | +24.2% | -70.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling