+469.9%
IYR vs TMF
-68.9%
+538.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.2% | -1.4% | +0.2% | -1.3% |
| 30D | -2.9% | -2.8% | 0.0% | -3.0% |
| 3M | +0.8% | -10.9% | +11.7% | +0.3% |
| 6M | +1.9% | -21.3% | +23.2% | +0.7% |
| YTD | +9.6% | -15.9% | +25.5% | +8.8% |
| 1Y | +8.1% | -15.7% | +23.8% | +7.3% |
| 3Y | +29.2% | -43.4% | +72.6% | +25.7% |
| 5Y | +4.3% | -87.8% | +92.1% | -11.9% |
| 10Y | +64.7% | -86.7% | +151.4% | +45.1% |
| All | +469.9% | -68.9% | +538.8% | +542.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling