-5.9%
TSLL vs IYR
+42.5%
-48.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +6.1% |
| 7D | +0.5% | -1.2% | +1.7% | +3.1% |
| 30D | +2.7% | +6.1% | -3.4% | -6.6% |
| 3M | +26.3% | +0.9% | +25.3% | +24.7% |
| 6M | -37.2% | +1.2% | -38.3% | -39.9% |
| YTD | -44.2% | +11.1% | -55.4% | -55.6% |
| 1Y | -44.0% | +9.0% | -52.9% | -53.7% |
| All | -5.9% | +42.5% | -48.4% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling