+30.2%
IYR vs TMF
-41.6%
+71.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.4% |
| 3M | +0.8% | -10.9% | +11.7% | +2.8% |
| 6M | +1.9% | -21.3% | +23.2% | +6.2% |
| YTD | +9.6% | -15.9% | +25.5% | +12.8% |
| 1Y | +8.1% | -15.7% | +23.8% | +10.9% |
| All | +30.2% | -41.6% | +71.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling