+186.5%
IYR vs TDG
+12,839.7%
-12,653.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | -2.4% | -8.0% | +5.6% | +1.2% |
| 3M | -2.0% | -10.5% | +8.5% | +2.2% |
| 6M | +2.5% | -11.9% | +14.4% | +7.2% |
| YTD | +8.3% | -15.4% | +23.7% | +14.7% |
| 1Y | +6.5% | -14.2% | +20.7% | +11.7% |
| 3Y | +29.3% | +51.0% | -21.7% | +1.6% |
| 5Y | +5.7% | +126.5% | -120.8% | -33.0% |
| 10Y | +69.2% | +535.6% | -466.3% | -44.7% |
| All | +186.5% | +12,839.7% | -12,653.2% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling