-34.2%
TSLL vs IYR
+0.4%
-34.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.5% |
| 7D | -21.2% | +2.0% | -23.2% | -19.9% |
| 30D | -13.3% | +8.2% | -21.5% | -10.0% |
| 3M | +15.4% | -1.7% | +17.1% | +13.0% |
| 6M | -34.2% | -0.4% | -33.8% | -31.8% |
| All | -34.2% | +0.4% | -34.6% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling