-23.4%
TSLL vs IYR
+8.4%
-31.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.7% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | +17.8% | -2.9% | +20.6% | +18.4% |
| 3M | -37.0% | +0.8% | -37.8% | -37.9% |
| 6M | -37.7% | +1.9% | -39.5% | -39.8% |
| YTD | -51.4% | +9.6% | -61.0% | -54.2% |
| 1Y | -23.4% | +8.1% | -31.4% | -28.4% |
| All | -23.4% | +8.4% | -31.8% | -28.4% |
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 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