+330.4%
TSM vs IJR
+61.8%
+268.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +2.2% | +4.0% | +4.2% |
| 30D | -7.3% | +3.8% | -11.1% | -10.1% |
| 3M | -7.1% | -5.7% | -1.4% | -1.8% |
| 6M | +0.2% | +4.6% | -4.4% | -2.7% |
| YTD | +32.2% | +18.0% | +14.3% | +16.6% |
| 1Y | +42.8% | +21.8% | +21.0% | +22.7% |
| 3Y | +330.4% | +61.1% | +269.3% | +213.1% |
| All | +330.4% | +61.8% | +268.6% | +213.1% |
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