+10.7%
TTMI vs IJH
+17.8%
-7.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.7% | -12.0% |
| 7D | -19.2% | +1.7% | -20.9% | -23.7% |
| 30D | -44.9% | +1.2% | -46.1% | -46.6% |
| 3M | -44.7% | -3.4% | -41.3% | -37.4% |
| 6M | -53.4% | +3.7% | -57.1% | -56.6% |
| YTD | +6.3% | +13.9% | -7.6% | -23.5% |
| 1Y | +10.7% | +17.4% | -6.7% | -26.1% |
| All | +10.7% | +17.8% | -7.1% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling