+42.6%
IYR vs TFC
+96.6%
-54.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | +6.1% | +7.8% | -1.7% | +3.6% |
| 3M | +0.9% | -3.0% | +3.9% | +1.8% |
| 6M | +1.2% | +5.8% | -4.6% | -1.0% |
| YTD | +11.1% | +5.3% | +5.8% | +8.5% |
| 1Y | +9.0% | +15.7% | -6.7% | +3.1% |
| All | +42.6% | +96.6% | -54.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling