+86.0%
IYR vs TMF
-83.0%
+169.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +7.4% | +16.3% | -8.9% | +6.9% |
| 3M | -0.7% | -2.7% | +2.0% | -0.7% |
| 6M | +1.6% | -13.2% | +14.8% | +2.0% |
| YTD | +11.6% | -16.7% | +28.2% | +12.0% |
| 1Y | +10.5% | -22.7% | +33.2% | +11.1% |
| 3Y | +43.4% | -26.1% | +69.5% | +44.5% |
| 5Y | +6.8% | -88.4% | +95.2% | -3.0% |
| 10Y | +86.0% | -81.8% | +167.8% | +60.0% |
| All | +86.0% | -83.0% | +169.0% | +60.0% |
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 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