+6.5%
IYR vs TTMI
+830.4%
-823.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.4% |
| 7D | -1.4% | +0.7% | -2.0% | -1.4% |
| 30D | -2.7% | -8.4% | +5.8% | -2.0% |
| 3M | -2.1% | -32.5% | +30.3% | +1.1% |
| 6M | +3.6% | +32.5% | -28.9% | -3.2% |
| YTD | +8.1% | +83.2% | -75.1% | -4.8% |
| 1Y | +4.7% | +161.7% | -157.0% | -14.5% |
| 3Y | +29.1% | +890.1% | -861.0% | -23.5% |
| All | +6.5% | +830.4% | -823.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling