+12.4%
IYR vs TSN
+19.9%
-7.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.3% |
| 7D | +6.9% | +8.4% | -1.5% | +5.7% |
| 30D | +10.2% | +16.1% | -5.9% | +8.0% |
| 3M | -0.3% | +3.2% | -3.5% | -1.0% |
| 6M | +3.6% | -11.1% | +14.7% | +4.3% |
| YTD | +12.5% | +5.1% | +7.4% | +10.9% |
| 1Y | +12.4% | +19.4% | -7.0% | +8.4% |
| All | +12.4% | +19.9% | -7.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling