+381.7%
IYR vs TCOM
+2,658.7%
-2,276.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -0.4% | -7.6% | +7.2% | +0.9% |
| 30D | -2.5% | -12.2% | +9.7% | -0.4% |
| 3M | +1.5% | -14.2% | +15.7% | +3.8% |
| 6M | +3.9% | -25.0% | +28.9% | +8.6% |
| YTD | +9.5% | -43.7% | +53.2% | +19.7% |
| 1Y | +7.5% | -44.5% | +52.0% | +17.6% |
| 3Y | +30.8% | +13.4% | +17.4% | +21.7% |
| 5Y | +4.8% | +26.5% | -21.7% | -10.2% |
| 10Y | +64.3% | -10.3% | +74.6% | +40.5% |
| All | +381.7% | +2,658.7% | -2,276.9% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling