-56.8%
TSLL vs IYR
+14.3%
-71.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +9.6% |
| 7D | -21.2% | +2.0% | -23.2% | -23.5% |
| 30D | -13.3% | +8.2% | -21.5% | -23.9% |
| 3M | +15.4% | -1.7% | +17.1% | +18.4% |
| 6M | -34.2% | -0.4% | -33.8% | -35.6% |
| YTD | -52.9% | +9.9% | -62.8% | -61.4% |
| 1Y | -54.3% | +10.4% | -64.8% | -63.1% |
| 3Y | -18.4% | +38.4% | -56.8% | -51.9% |
| All | -56.8% | +14.3% | -71.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling