+6.5%
IYR vs TT
+8.2%
-1.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -2.4% | -6.7% | +4.3% | -1.7% |
| 3M | -2.0% | -5.4% | +3.4% | -1.8% |
| 6M | +2.5% | +4.4% | -1.9% | +0.8% |
| YTD | +8.3% | +14.9% | -6.6% | +5.5% |
| 1Y | +6.5% | +9.3% | -2.8% | +3.7% |
| All | +6.5% | +8.2% | -1.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling