+83.6%
IYR vs TSEM
+805.6%
-722.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.7% |
| 7D | +0.6% | +7.0% | -6.4% | -0.2% |
| 30D | +6.6% | -29.8% | +36.3% | +9.6% |
| 3M | -1.8% | -41.9% | +40.1% | +2.5% |
| 6M | +1.4% | -45.8% | +47.2% | +5.1% |
| YTD | +10.5% | +25.1% | -14.6% | +0.6% |
| 1Y | +10.6% | +48.2% | -37.6% | -2.0% |
| 3Y | +41.8% | +476.5% | -434.7% | -2.3% |
| 5Y | +6.0% | +301.4% | -295.4% | -23.5% |
| All | +83.6% | +805.6% | -722.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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