+634.0%
IYR vs TTMI
+497.9%
+136.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -0.9% | +7.5% | -8.4% | -2.0% |
| 30D | -2.4% | -4.5% | +2.1% | -2.1% |
| 3M | -2.0% | -28.5% | +26.5% | +1.1% |
| 6M | +2.5% | +28.4% | -25.9% | -4.4% |
| YTD | +8.3% | +80.1% | -71.8% | -5.1% |
| 1Y | +6.5% | +161.0% | -154.6% | -13.0% |
| 3Y | +29.3% | +862.4% | -833.1% | -16.0% |
| 5Y | +5.7% | +812.9% | -807.3% | -32.1% |
| 10Y | +69.2% | +1,094.7% | -1,025.5% | 0.0% |
| All | +634.0% | +497.9% | +136.1% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling