+5,515.1%
TSM vs IJR
+1,143.6%
+4,371.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.1% |
| 7D | +6.0% | +0.9% | +5.1% | +5.1% |
| 30D | +4.5% | -3.1% | +7.7% | +7.7% |
| 3M | +3.1% | +4.4% | -1.3% | -0.7% |
| 6M | +30.2% | +16.1% | +14.1% | +14.1% |
| YTD | +45.2% | +20.6% | +24.6% | +22.9% |
| 1Y | +79.6% | +22.9% | +56.7% | +49.2% |
| 3Y | +411.0% | +55.2% | +355.8% | +235.3% |
| 5Y | +290.7% | +41.1% | +249.6% | +178.2% |
| 10Y | +1,753.6% | +167.0% | +1,586.6% | +542.9% |
| All | +5,515.1% | +1,143.6% | +4,371.5% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling