+66.9%
IYR vs TSN
-4.9%
+71.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -1.4% | +3.0% | -4.4% | -2.2% |
| 30D | -2.7% | -4.2% | +1.5% | -1.6% |
| 3M | -2.1% | -3.9% | +1.8% | -1.3% |
| 6M | +3.6% | -9.8% | +13.4% | +6.0% |
| YTD | +8.1% | -7.3% | +15.4% | +9.5% |
| 1Y | +4.7% | -2.2% | +6.9% | +4.1% |
| 3Y | +29.1% | +11.9% | +17.2% | +21.6% |
| 5Y | +6.9% | -16.9% | +23.9% | +8.9% |
| All | +66.9% | -4.9% | +71.9% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling