+702.4%
IYR vs TT
+4,499.1%
-3,796.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.6% |
| 7D | +2.0% | -2.0% | +4.0% | +2.8% |
| 30D | +8.2% | -14.0% | +22.3% | +14.9% |
| 3M | -1.7% | -15.9% | +14.1% | +5.1% |
| 6M | -0.4% | -17.3% | +16.9% | +6.4% |
| YTD | +9.9% | +4.0% | +5.9% | +5.4% |
| 1Y | +10.4% | -7.1% | +17.6% | +11.2% |
| 3Y | +38.4% | +90.2% | -51.8% | -1.7% |
| 5Y | +5.2% | +131.1% | -125.9% | -33.0% |
| 10Y | +83.8% | +777.7% | -693.9% | -38.2% |
| All | +702.4% | +4,499.1% | -3,796.7% | +23.3% |
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