+24,102.0%
TSCO vs IYR
+683.6%
+23,418.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -3.1% | -2.8% | -0.3% | -1.7% |
| 30D | -4.4% | -2.5% | -1.8% | -3.1% |
| 3M | +9.7% | -3.0% | +12.6% | +11.3% |
| 6M | -32.4% | +1.6% | -34.0% | -33.0% |
| YTD | -31.7% | +7.3% | -39.0% | -34.1% |
| 1Y | -41.3% | +5.6% | -46.9% | -42.9% |
| 3Y | -18.3% | +28.1% | -46.4% | -28.1% |
| 5Y | -10.3% | +6.1% | -16.3% | -13.9% |
| 10Y | +188.5% | +67.7% | +120.8% | +113.8% |
| All | +24,102.0% | +683.6% | +23,418.5% | +10,023.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling