-10.4%
TSCO vs IYR
+6.0%
-16.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -5.7% | -1.4% | -4.3% | -4.8% |
| 30D | -8.8% | -2.7% | -6.1% | -7.2% |
| 3M | +6.3% | -2.1% | +8.5% | +7.7% |
| 6M | -32.3% | +3.6% | -35.9% | -33.8% |
| YTD | -32.7% | +8.1% | -40.8% | -36.0% |
| 1Y | -43.7% | +4.7% | -48.4% | -45.4% |
| 3Y | -19.7% | +29.1% | -48.8% | -31.8% |
| All | -10.4% | +6.0% | -16.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling