+33.6%
IYR vs TLN
+716.6%
-683.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.4% |
| 7D | -1.2% | +15.9% | -17.1% | -1.8% |
| 30D | +6.1% | -0.3% | +6.4% | +6.0% |
| 3M | +0.9% | +5.8% | -4.9% | +0.5% |
| 6M | +1.2% | -1.2% | +2.4% | +0.8% |
| YTD | +11.1% | +1.0% | +10.1% | +10.1% |
| 1Y | +9.0% | +1.1% | +7.9% | +7.9% |
| 3Y | +41.4% | +591.7% | -550.3% | +18.2% |
| All | +33.6% | +716.6% | -683.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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