+707.1%
IYR vs TFC
+431.9%
+275.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | +0.6% | +2.3% | -1.7% | -0.5% |
| 30D | +6.6% | +10.8% | -4.3% | +1.4% |
| 3M | -1.8% | -3.8% | +1.9% | -0.2% |
| 6M | +1.4% | +9.6% | -8.1% | -3.4% |
| YTD | +10.5% | +5.8% | +4.7% | +6.4% |
| 1Y | +10.6% | +16.2% | -5.5% | +1.7% |
| 3Y | +41.8% | +96.0% | -54.2% | -2.2% |
| 5Y | +6.0% | +1.7% | +4.3% | -4.5% |
| 10Y | +86.7% | +79.9% | +6.8% | +9.1% |
| All | +707.1% | +431.9% | +275.3% | +179.2% |
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