+700.6%
IYR vs TSN
+715.4%
-14.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.2% | -6.3% | +5.1% | +0.5% |
| 30D | -2.9% | -10.8% | +8.0% | +0.3% |
| 3M | +0.8% | -8.8% | +9.6% | +3.3% |
| 6M | +1.9% | -16.8% | +18.7% | +6.8% |
| YTD | +9.6% | -10.0% | +19.6% | +12.1% |
| 1Y | +8.1% | -5.3% | +13.3% | +8.6% |
| 3Y | +29.2% | +8.5% | +20.7% | +23.3% |
| 5Y | +4.3% | -22.9% | +27.2% | +8.7% |
| 10Y | +64.7% | -12.6% | +77.3% | +57.5% |
| All | +700.6% | +715.4% | -14.8% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling