+6.5%
IYR vs TMF
-23.1%
+29.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.8% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -2.4% | -1.0% | -1.4% | -2.2% |
| 3M | -2.0% | -11.3% | +9.3% | -0.3% |
| 6M | +2.5% | -22.7% | +25.2% | +6.2% |
| YTD | +8.3% | -17.3% | +25.7% | +11.5% |
| 1Y | +6.5% | -22.5% | +28.9% | +10.9% |
| All | +6.5% | -23.1% | +29.5% | +10.9% |
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