+8.1%
IYR vs TMF
-15.2%
+23.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | -2.9% | -2.8% | 0.0% | -2.5% |
| 3M | +0.8% | -10.9% | +11.7% | +2.5% |
| 6M | +1.9% | -21.3% | +23.2% | +5.1% |
| YTD | +9.6% | -15.9% | +25.5% | +12.4% |
| 1Y | +8.1% | -15.7% | +23.8% | +11.0% |
| All | +8.1% | -15.2% | +23.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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