+6.5%
IYR vs THC
+40.1%
-33.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.4% |
| 7D | -0.9% | +4.1% | -5.0% | -1.3% |
| 30D | -2.4% | +3.5% | -5.9% | -2.7% |
| 3M | -2.0% | +61.7% | -63.8% | -5.7% |
| 6M | +2.5% | +11.8% | -9.4% | +0.8% |
| YTD | +8.3% | +35.4% | -27.1% | +5.5% |
| 1Y | +6.5% | +37.0% | -30.6% | +3.5% |
| All | +6.5% | +40.1% | -33.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling