+69.2%
IYR vs THC
+1,002.8%
-933.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.7% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | -2.4% | +3.5% | -5.9% | -2.9% |
| 3M | -2.0% | +61.7% | -63.8% | -9.6% |
| 6M | +2.5% | +11.8% | -9.4% | -0.1% |
| YTD | +8.3% | +35.4% | -27.1% | +2.1% |
| 1Y | +6.5% | +37.0% | -30.6% | -0.1% |
| 3Y | +29.3% | +260.1% | -230.7% | +1.2% |
| 5Y | +5.7% | +262.6% | -256.9% | -20.0% |
| 10Y | +69.2% | +1,039.2% | -970.0% | +0.9% |
| All | +69.2% | +1,002.8% | -933.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling