+66.9%
IYR vs TCOM
-9.8%
+76.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.4% | -4.9% | +3.5% | -0.8% |
| 30D | -2.7% | -14.4% | +11.7% | -1.0% |
| 3M | -2.1% | -17.7% | +15.5% | -0.3% |
| 6M | +3.6% | -25.1% | +28.7% | +6.6% |
| YTD | +8.1% | -45.7% | +53.9% | +14.9% |
| 1Y | +4.7% | -47.9% | +52.6% | +11.7% |
| 3Y | +29.1% | +8.9% | +20.2% | +23.6% |
| 5Y | +6.9% | +26.9% | -19.9% | -3.1% |
| All | +66.9% | -9.8% | +76.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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