+398.4%
TSM vs IYR
+28.0%
+370.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +2.6% | -2.8% | +5.5% | +3.7% |
| 30D | +1.4% | -2.5% | +3.9% | +2.3% |
| 3M | +5.0% | -3.0% | +7.9% | +5.5% |
| 6M | +24.0% | +1.6% | +22.3% | +21.6% |
| YTD | +41.6% | +7.3% | +34.3% | +35.7% |
| 1Y | +66.2% | +5.6% | +60.6% | +60.1% |
| All | +398.4% | +28.0% | +370.5% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling