+446.8%
TTMI vs IJH
+890.5%
-443.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.3% |
| 7D | +0.7% | -1.9% | +2.5% | +3.3% |
| 30D | -8.4% | -4.6% | -3.8% | -1.8% |
| 3M | -32.5% | -1.2% | -31.3% | -30.6% |
| 6M | +32.5% | +9.4% | +23.1% | +21.0% |
| YTD | +83.2% | +13.3% | +69.9% | +61.1% |
| 1Y | +161.7% | +13.4% | +148.3% | +133.1% |
| 3Y | +890.1% | +50.4% | +839.7% | +517.5% |
| 5Y | +832.4% | +49.0% | +783.5% | +478.8% |
| 10Y | +1,115.8% | +182.6% | +933.2% | +184.7% |
| All | +446.8% | +890.5% | -443.7% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling