+114.9%
TT vs IJH
+48.6%
+66.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.2% |
| 7D | -1.0% | -2.5% | +1.5% | +1.2% |
| 30D | -8.9% | -5.0% | -3.9% | -4.7% |
| 3M | -1.8% | +0.5% | -2.4% | -2.1% |
| 6M | +1.9% | +8.2% | -6.3% | -4.2% |
| YTD | +13.8% | +12.4% | +1.4% | +3.8% |
| 1Y | +6.1% | +14.4% | -8.2% | -4.6% |
| All | +114.9% | +48.6% | +66.3% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling