+700.6%
IYR vs TT
+5,027.2%
-4,326.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | -2.9% | -7.2% | +4.3% | +0.2% |
| 3M | +0.8% | -3.0% | +3.8% | +1.3% |
| 6M | +1.9% | +1.4% | +0.5% | -0.1% |
| YTD | +9.6% | +15.9% | -6.3% | +1.0% |
| 1Y | +8.1% | +9.4% | -1.3% | +1.7% |
| 3Y | +29.2% | +124.4% | -95.2% | -14.7% |
| 5Y | +4.3% | +138.0% | -133.7% | -34.1% |
| 10Y | +64.7% | +886.4% | -821.7% | -47.2% |
| All | +700.6% | +5,027.2% | -4,326.7% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling