-33.3%
TSLL vs IJR
+55.2%
-88.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.8% |
| 7D | +1.9% | -0.2% | +2.1% | +2.2% |
| 30D | +17.8% | -2.4% | +20.2% | +25.8% |
| 3M | -37.0% | +3.9% | -40.9% | -41.3% |
| 6M | -37.7% | +12.4% | -50.1% | -52.4% |
| YTD | -51.4% | +21.5% | -72.9% | -69.9% |
| 1Y | -23.4% | +24.0% | -47.3% | -55.1% |
| All | -33.3% | +55.2% | -88.5% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling