+5,468.6%
TSM vs IJH
+1,055.9%
+4,412.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.3% |
| 7D | +4.8% | -0.7% | +5.5% | +5.6% |
| 30D | +4.0% | -3.8% | +7.9% | +8.5% |
| 3M | +2.0% | 0.0% | +2.0% | +2.4% |
| 6M | +25.5% | +8.8% | +16.7% | +15.9% |
| YTD | +44.0% | +13.5% | +30.5% | +27.3% |
| 1Y | +75.4% | +15.4% | +60.0% | +52.4% |
| 3Y | +406.7% | +50.9% | +355.8% | +232.0% |
| 5Y | +285.0% | +47.8% | +237.2% | +155.8% |
| 10Y | +1,815.4% | +183.1% | +1,632.3% | +478.5% |
| All | +5,468.6% | +1,055.9% | +4,412.7% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling