+917.7%
TT vs IJH
+184.0%
+733.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -1.2% | -1.9% | +0.7% | +0.4% |
| 30D | -7.3% | -4.6% | -2.7% | -3.4% |
| 3M | -3.6% | -1.2% | -2.4% | -2.5% |
| 6M | +2.8% | +9.4% | -6.6% | -4.5% |
| YTD | +14.5% | +13.3% | +1.2% | +3.2% |
| 1Y | +7.4% | +13.4% | -6.0% | -3.3% |
| 3Y | +116.2% | +50.4% | +65.8% | +51.3% |
| 5Y | +147.4% | +49.0% | +98.4% | +73.5% |
| All | +917.7% | +184.0% | +733.7% | +300.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling