-49.1%
TSLL vs IYR
+15.0%
-64.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.9% |
| 7D | +17.8% | +0.6% | +17.3% | +16.9% |
| 30D | +8.2% | +6.6% | +1.7% | -2.5% |
| 3M | +20.9% | -1.8% | +22.7% | +24.3% |
| 6M | -37.5% | +1.4% | -38.9% | -40.5% |
| YTD | -44.5% | +10.5% | -55.0% | -54.9% |
| 1Y | -33.0% | +10.6% | -43.6% | -45.8% |
| 3Y | -6.4% | +41.8% | -48.2% | -46.8% |
| All | -49.1% | +15.0% | -64.2% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling