-55.4%
TSLL vs IYR
+14.1%
-69.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -10.7% |
| 7D | +1.9% | -1.2% | +3.1% | +4.1% |
| 30D | +17.8% | -2.9% | +20.6% | +23.5% |
| 3M | -37.0% | +0.8% | -37.8% | -39.5% |
| 6M | -37.7% | +1.9% | -39.5% | -41.1% |
| YTD | -51.4% | +9.6% | -61.0% | -59.8% |
| 1Y | -23.4% | +8.1% | -31.4% | -35.5% |
| 3Y | -30.8% | +29.2% | -60.0% | -54.1% |
| All | -55.4% | +14.1% | -69.5% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling