+6.1%
IYR vs TCOM
+21.5%
-15.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -2.8% | -6.5% | +3.7% | -2.3% |
| 30D | -2.5% | -16.2% | +13.7% | -1.2% |
| 3M | -3.0% | -19.3% | +16.4% | -1.5% |
| 6M | +1.6% | -27.2% | +28.9% | +3.9% |
| YTD | +7.3% | -46.2% | +53.5% | +12.0% |
| 1Y | +5.6% | -46.6% | +52.2% | +10.3% |
| 3Y | +28.1% | +8.4% | +19.7% | +24.6% |
| 5Y | +6.1% | +25.8% | -19.7% | -1.8% |
| All | +6.1% | +21.5% | -15.4% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling