+25.4%
TMO vs IYR
+12.4%
+13.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | 0.0% |
| 7D | +0.3% | +6.9% | -6.6% | -2.3% |
| 30D | +4.3% | +10.2% | -5.9% | +0.3% |
| 3M | +25.1% | -0.3% | +25.4% | +26.0% |
| 6M | +52.9% | +3.6% | +49.3% | +50.7% |
| YTD | +22.2% | +12.5% | +9.7% | +13.5% |
| 1Y | +25.4% | +12.4% | +12.9% | +16.5% |
| All | +25.4% | +12.4% | +13.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling