+28.1%
IYR vs TSLQ
-95.5%
+123.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.8% |
| 7D | -2.8% | +5.7% | -8.5% | -2.6% |
| 30D | -2.5% | -21.1% | +18.6% | -3.2% |
| 3M | -3.0% | -11.5% | +8.6% | -2.9% |
| 6M | +1.6% | -14.9% | +16.6% | +2.0% |
| YTD | +7.3% | +2.4% | +4.9% | +8.7% |
| 1Y | +5.6% | -49.8% | +55.4% | +4.2% |
| All | +28.1% | -95.5% | +123.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling