+4.8%
IYR vs TMF
-87.6%
+92.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -2.5% | -1.8% | -0.7% | -2.3% |
| 3M | +1.5% | -8.2% | +9.7% | +2.4% |
| 6M | +3.9% | -19.5% | +23.4% | +6.4% |
| YTD | +9.5% | -16.0% | +25.5% | +11.6% |
| 1Y | +7.5% | -22.5% | +29.9% | +10.4% |
| 3Y | +30.8% | -42.3% | +73.1% | +35.6% |
| 5Y | +4.8% | -87.7% | +92.5% | +10.1% |
| All | +4.8% | -87.6% | +92.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling