+6.7%
IYR vs TFC
-0.5%
+7.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +0.9% | -3.0% | +3.9% | +1.8% |
| 6M | +1.2% | +5.8% | -4.6% | -0.9% |
| YTD | +11.1% | +5.3% | +5.8% | +8.7% |
| 1Y | +9.0% | +15.7% | -6.7% | +3.4% |
| 3Y | +41.4% | +94.8% | -53.4% | +11.8% |
| 5Y | +6.7% | 0.0% | +6.6% | +3.5% |
| All | +6.7% | -0.5% | +7.1% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling