-20.8%
TSLL vs IJR
+22.6%
-43.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +9.5% |
| 7D | +5.8% | +0.9% | +4.9% | +3.4% |
| 30D | +21.7% | -3.1% | +24.8% | +30.5% |
| 3M | -28.2% | +4.4% | -32.6% | -32.4% |
| 6M | -29.5% | +16.1% | -45.6% | -44.6% |
| YTD | -47.5% | +20.6% | -68.1% | -61.2% |
| 1Y | -20.8% | +22.9% | -43.6% | -41.7% |
| All | -20.8% | +22.6% | -43.4% | -41.7% |
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