+66.9%
IYR vs TTMI
+1,127.6%
-1,060.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.3% |
| 7D | -1.4% | +0.7% | -2.0% | -1.5% |
| 30D | -2.7% | -8.4% | +5.8% | -1.8% |
| 3M | -2.1% | -32.5% | +30.3% | +2.0% |
| 6M | +3.6% | +32.5% | -28.9% | -4.6% |
| YTD | +8.1% | +83.2% | -75.1% | -7.1% |
| 1Y | +4.7% | +161.7% | -157.0% | -17.2% |
| 3Y | +29.1% | +890.1% | -861.0% | -25.3% |
| 5Y | +6.9% | +832.4% | -825.5% | -39.1% |
| All | +66.9% | +1,127.6% | -1,060.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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