+711.5%
IYR vs TFC
+429.4%
+282.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.6% |
| 30D | +6.1% | +7.8% | -1.7% | +2.4% |
| 3M | +0.9% | -3.0% | +3.9% | +2.2% |
| 6M | +1.2% | +5.8% | -4.6% | -2.1% |
| YTD | +11.1% | +5.3% | +5.8% | +7.2% |
| 1Y | +9.0% | +15.7% | -6.7% | +0.4% |
| 3Y | +41.4% | +94.8% | -53.4% | -2.2% |
| 5Y | +6.7% | 0.0% | +6.6% | -3.1% |
| 10Y | +87.7% | +79.0% | +8.7% | +9.9% |
| All | +711.5% | +429.4% | +282.1% | +181.4% |
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