+5.7%
IYR vs TFC
+14.8%
-9.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -2.4% | -2.3% | 0.0% | -1.7% |
| 3M | -2.0% | +2.5% | -4.5% | -2.9% |
| 6M | +2.5% | +9.5% | -7.0% | -0.6% |
| YTD | +8.3% | +5.1% | +3.3% | +6.1% |
| 1Y | +6.5% | +15.5% | -9.0% | +1.1% |
| 3Y | +29.3% | +95.2% | -65.8% | +2.5% |
| 5Y | +5.7% | +14.5% | -8.8% | -1.0% |
| All | +5.7% | +14.8% | -9.1% | -1.0% |
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