+6.5%
IYR vs TEL
+56.5%
-50.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.4% |
| 7D | -1.4% | +1.6% | -2.9% | -1.9% |
| 30D | -2.7% | -0.7% | -2.0% | -2.6% |
| 3M | -2.1% | +2.4% | -4.6% | -3.5% |
| 6M | +3.6% | +4.1% | -0.5% | +0.7% |
| YTD | +8.1% | -5.8% | +14.0% | +8.3% |
| 1Y | +4.7% | +0.9% | +3.8% | +1.2% |
| 3Y | +29.1% | +72.6% | -43.5% | -5.2% |
| All | +6.5% | +56.5% | -50.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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