-48.4%
TSLL vs IJR
+20.0%
-68.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.8% |
| 7D | -11.0% | +0.1% | -11.1% | -9.4% |
| 30D | -5.3% | +2.6% | -7.9% | -8.7% |
| 3M | +20.8% | -4.3% | +25.1% | +36.2% |
| 6M | -36.0% | +2.7% | -38.7% | -35.6% |
| YTD | -47.3% | +18.5% | -65.7% | -57.4% |
| 1Y | -48.4% | +20.1% | -68.5% | -59.8% |
| All | -48.4% | +20.0% | -68.4% | -59.8% |
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