+30.8%
IYR vs TFC
+98.6%
-67.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -1.1% |
| 30D | -2.5% | -2.5% | 0.0% | -1.8% |
| 3M | +1.5% | +4.5% | -3.1% | -0.2% |
| 6M | +3.9% | +11.0% | -7.1% | 0.0% |
| YTD | +9.5% | +5.9% | +3.6% | +6.7% |
| 1Y | +7.5% | +14.6% | -7.1% | +1.8% |
| 3Y | +30.8% | +96.7% | -65.9% | -3.6% |
| All | +30.8% | +98.6% | -67.8% | -3.6% |
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