+19.6%
TMO vs IYR
+29.0%
-9.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -0.6% | -1.4% | +0.7% | +0.3% |
| 30D | +1.1% | -2.7% | +3.8% | +2.9% |
| 3M | +28.3% | -2.1% | +30.5% | +30.0% |
| 6M | +23.3% | +3.6% | +19.7% | +19.9% |
| YTD | +5.5% | +8.1% | -2.7% | -0.7% |
| 1Y | +24.5% | +4.7% | +19.8% | +20.0% |
| 3Y | +19.6% | +29.1% | -9.6% | -3.3% |
| All | +19.6% | +29.0% | -9.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling