+36.0%
TSM vs IJR
+24.2%
+11.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -3.8% |
| 7D | -10.0% | +2.3% | -12.2% | -12.4% |
| 30D | -18.5% | +2.8% | -21.3% | -21.2% |
| 3M | -4.9% | -4.6% | -0.3% | +1.0% |
| 6M | -1.0% | +5.7% | -6.6% | -6.3% |
| YTD | +31.3% | +19.9% | +11.3% | +10.4% |
| 1Y | +36.0% | +24.2% | +11.8% | +12.7% |
| All | +36.0% | +24.2% | +11.8% | +12.7% |
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