+280.2%
TSM vs IJH
+48.0%
+232.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | +1.0% | -1.9% | +2.9% | +3.0% |
| 30D | +1.0% | -4.6% | +5.6% | +6.2% |
| 3M | +2.9% | -1.2% | +4.0% | +4.6% |
| 6M | +22.8% | +9.4% | +13.4% | +13.0% |
| YTD | +43.3% | +13.3% | +30.0% | +27.5% |
| 1Y | +69.2% | +13.4% | +55.8% | +50.7% |
| 3Y | +404.5% | +50.4% | +354.1% | +241.8% |
| All | +280.2% | +48.0% | +232.2% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling