-54.3%
TSLL vs IYR
+9.9%
-64.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.7% |
| 7D | -21.2% | +2.0% | -23.2% | -21.0% |
| 30D | -13.3% | +8.2% | -21.5% | -14.1% |
| 3M | +15.4% | -1.7% | +17.1% | +16.1% |
| 6M | -34.2% | -0.4% | -33.8% | -34.0% |
| YTD | -52.9% | +9.9% | -62.8% | -53.8% |
| 1Y | -54.3% | +10.4% | -64.8% | -55.2% |
| All | -54.3% | +9.9% | -64.3% | -55.2% |
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 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