+5.4%
IYR vs TTMI
+416.2%
-410.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | +0.6% | +11.4% | -10.8% | -0.4% |
| 30D | +6.6% | -28.3% | +34.9% | +8.5% |
| 3M | -1.8% | -46.7% | +44.8% | +2.5% |
| 6M | +1.4% | -56.1% | +57.6% | +6.8% |
| YTD | +10.5% | +7.4% | +3.2% | +0.7% |
| 1Y | +10.6% | +17.4% | -6.8% | -1.3% |
| 3Y | +41.8% | +429.1% | -387.3% | -11.6% |
| All | +5.4% | +416.2% | -410.8% | -38.9% |
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 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