+29.3%
IYR vs TSN
+10.3%
+19.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.9% | -7.3% | +6.4% | +0.8% |
| 30D | -2.4% | -8.6% | +6.3% | -0.4% |
| 3M | -2.0% | -7.5% | +5.5% | -0.4% |
| 6M | +2.5% | -14.1% | +16.6% | +5.6% |
| YTD | +8.3% | -9.4% | +17.7% | +9.7% |
| 1Y | +6.5% | -4.1% | +10.5% | +5.8% |
| All | +29.3% | +10.3% | +19.0% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling