-23.4%
TSLL vs IJR
+25.5%
-48.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.7% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | +17.8% | -2.4% | +20.2% | +24.5% |
| 3M | -37.0% | +3.9% | -40.9% | -39.9% |
| 6M | -37.7% | +12.4% | -50.1% | -48.5% |
| YTD | -51.4% | +21.5% | -72.9% | -64.6% |
| 1Y | -23.4% | +24.0% | -47.3% | -44.7% |
| All | -23.4% | +25.5% | -48.9% | -44.7% |
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