+28.1%
IYR vs TTMI
+844.7%
-816.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.8% | +6.0% | -8.9% | -3.2% |
| 30D | -2.5% | -6.4% | +3.9% | -2.3% |
| 3M | -3.0% | -28.9% | +26.0% | -1.4% |
| 6M | +1.6% | +26.9% | -25.2% | -2.8% |
| YTD | +7.3% | +77.3% | -70.0% | -1.7% |
| 1Y | +5.6% | +147.5% | -141.9% | -8.4% |
| All | +28.1% | +844.7% | -816.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling