+1,672.6%
TSM vs IYR
+87.2%
+1,585.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +14.8% | -0.1% | +14.9% | +14.9% |
| 30D | -8.9% | +5.7% | -14.6% | -11.8% |
| 3M | -5.3% | -0.6% | -4.7% | -5.1% |
| 6M | +2.6% | +0.5% | +2.1% | +1.3% |
| YTD | +34.5% | +10.4% | +24.1% | +25.8% |
| 1Y | +41.0% | +9.2% | +31.8% | +32.7% |
| 3Y | +333.1% | +40.5% | +292.6% | +245.6% |
| 5Y | +270.1% | +5.9% | +264.2% | +247.4% |
| All | +1,672.6% | +87.2% | +1,585.5% | +1,111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling