+29.9%
IYR vs TE
-53.0%
+82.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.2% | -4.0% | +2.7% | -1.1% |
| 30D | -2.9% | -15.9% | +13.1% | -2.4% |
| 3M | +0.8% | -60.5% | +61.4% | +3.7% |
| 6M | +1.9% | -35.2% | +37.1% | +1.7% |
| YTD | +9.6% | -31.1% | +40.8% | +8.5% |
| 1Y | +8.1% | +148.6% | -140.6% | -1.2% |
| 3Y | +29.2% | -26.4% | +55.6% | +23.2% |
| 5Y | +4.3% | -48.0% | +52.3% | +0.2% |
| All | +29.9% | -53.0% | +82.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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