+64.3%
IYR vs TMF
-86.8%
+151.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | -2.5% | -1.8% | -0.7% | -2.5% |
| 3M | +1.5% | -8.2% | +9.7% | +1.7% |
| 6M | +3.9% | -19.5% | +23.4% | +4.5% |
| YTD | +9.5% | -16.0% | +25.5% | +10.0% |
| 1Y | +7.5% | -22.5% | +29.9% | +8.2% |
| 3Y | +30.8% | -42.3% | +73.1% | +31.2% |
| 5Y | +4.8% | -87.7% | +92.5% | -2.9% |
| 10Y | +64.3% | -86.5% | +150.8% | +53.6% |
| All | +64.3% | -86.8% | +151.1% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling