-47.2%
TSLL vs IYR
+14.9%
-62.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +4.3% |
| 7D | +33.0% | -0.1% | +33.1% | +33.2% |
| 30D | +7.7% | +5.7% | +2.0% | -1.7% |
| 3M | +34.7% | -0.6% | +35.3% | +36.0% |
| 6M | -31.5% | +0.5% | -32.0% | -33.9% |
| YTD | -42.4% | +10.4% | -52.8% | -53.1% |
| 1Y | -39.7% | +9.2% | -48.9% | -49.9% |
| 3Y | +3.4% | +40.5% | -37.1% | -40.5% |
| All | -47.2% | +14.9% | -62.1% | -54.5% |
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 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