-52.0%
TSLL vs IJR
+49.3%
-101.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +2.3% |
| 7D | +5.1% | -1.1% | +6.2% | +7.7% |
| 30D | +20.0% | -3.6% | +23.6% | +30.9% |
| 3M | -23.8% | +2.3% | -26.1% | -26.1% |
| 6M | -30.3% | +14.3% | -44.6% | -47.3% |
| YTD | -47.7% | +19.3% | -66.9% | -64.3% |
| 1Y | -21.2% | +22.6% | -43.8% | -49.5% |
| 3Y | -26.9% | +53.5% | -80.4% | -62.8% |
| All | -52.0% | +49.3% | -101.4% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling