+1.4%
IYR vs TTMI
-55.9%
+57.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | 0.0% |
| 7D | +0.6% | +11.4% | -10.8% | +1.1% |
| 30D | +6.6% | -28.3% | +34.9% | +5.3% |
| 3M | -1.8% | -46.7% | +44.8% | -4.0% |
| 6M | +1.4% | -56.1% | +57.6% | -2.2% |
| All | +1.4% | -55.9% | +57.4% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling