+6.5%
IYR vs TDG
+126.1%
-119.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -1.4% | -1.9% | +0.5% | -0.8% |
| 30D | -2.7% | -7.7% | +5.0% | -0.3% |
| 3M | -2.1% | -9.3% | +7.2% | +0.5% |
| 6M | +3.6% | -9.4% | +13.0% | +6.0% |
| YTD | +8.1% | -14.3% | +22.4% | +12.3% |
| 1Y | +4.7% | -11.8% | +16.5% | +7.4% |
| 3Y | +29.1% | +52.0% | -22.9% | +3.1% |
| All | +6.5% | +126.1% | -119.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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