+700.6%
IYR vs TFC
+444.0%
+256.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.2% | +2.4% | -3.7% | -2.4% |
| 30D | -2.9% | -1.3% | -1.6% | -2.3% |
| 3M | +0.8% | +6.1% | -5.2% | -2.3% |
| 6M | +1.9% | +7.3% | -5.5% | -2.2% |
| YTD | +9.6% | +8.2% | +1.4% | +4.5% |
| 1Y | +8.1% | +14.4% | -6.3% | 0.0% |
| 3Y | +29.2% | +93.7% | -64.5% | -10.6% |
| 5Y | +4.3% | +16.4% | -12.1% | -12.4% |
| 10Y | +64.7% | +101.6% | -36.9% | -9.7% |
| All | +700.6% | +444.0% | +256.6% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling