+66.9%
IYR vs TNA
+86.1%
-19.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -1.4% | -7.3% | +5.9% | +0.2% |
| 30D | -2.7% | -14.2% | +11.5% | +0.4% |
| 3M | -2.1% | -4.6% | +2.4% | -1.7% |
| 6M | +3.6% | +36.9% | -33.3% | -4.7% |
| YTD | +8.1% | +42.5% | -34.4% | -2.1% |
| 1Y | +4.7% | +45.8% | -41.0% | -6.6% |
| 3Y | +29.1% | +104.7% | -75.5% | -2.0% |
| 5Y | +6.9% | -21.7% | +28.6% | -8.3% |
| All | +66.9% | +86.1% | -19.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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