+1,779.8%
TSM vs IJR
+172.1%
+1,607.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | +1.0% | -2.2% | +3.2% | +2.7% |
| 30D | +1.0% | -4.6% | +5.5% | +4.6% |
| 3M | +2.9% | +0.2% | +2.7% | +2.9% |
| 6M | +22.8% | +14.7% | +8.1% | +11.7% |
| YTD | +43.3% | +18.9% | +24.4% | +27.1% |
| 1Y | +69.2% | +19.9% | +49.2% | +49.1% |
| 3Y | +404.5% | +53.0% | +351.5% | +269.9% |
| 5Y | +282.2% | +40.9% | +241.3% | +197.0% |
| All | +1,779.8% | +172.1% | +1,607.7% | +904.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling