+579.7%
IYR vs TNA
+944.8%
-365.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | 0.0% |
| 7D | -0.9% | -3.6% | +2.7% | +0.1% |
| 30D | -2.4% | -10.1% | +7.7% | +0.4% |
| 3M | -2.0% | +2.7% | -4.7% | -3.6% |
| 6M | +2.5% | +38.4% | -35.9% | -8.5% |
| YTD | +8.3% | +45.4% | -37.1% | -5.5% |
| 1Y | +6.5% | +55.9% | -49.5% | -10.3% |
| 3Y | +29.3% | +109.8% | -80.5% | -11.0% |
| 5Y | +5.7% | -22.5% | +28.2% | -14.1% |
| 10Y | +69.2% | +87.5% | -18.3% | -28.3% |
| All | +579.7% | +944.8% | -365.0% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling