+65.6%
IYR vs TT
+954.8%
-889.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | -2.8% | -1.0% | -1.9% | -2.5% |
| 30D | -2.5% | -8.9% | +6.4% | +1.0% |
| 3M | -3.0% | -1.8% | -1.1% | -3.0% |
| 6M | +1.6% | +1.9% | -0.3% | -0.4% |
| YTD | +7.3% | +13.8% | -6.5% | +0.1% |
| 1Y | +5.6% | +6.1% | -0.5% | +1.0% |
| 3Y | +28.1% | +119.6% | -91.5% | -14.4% |
| 5Y | +6.1% | +145.9% | -139.8% | -34.4% |
| All | +65.6% | +954.8% | -889.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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