+4,548.9%
TSM vs IYR
+700.6%
+3,848.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +2.7% | -1.2% | +4.0% | +3.4% |
| 30D | +3.6% | -2.9% | +6.5% | +5.2% |
| 3M | -3.4% | +0.8% | -4.2% | -4.5% |
| 6M | +20.6% | +1.9% | +18.8% | +18.5% |
| YTD | +41.9% | +9.6% | +32.2% | +33.7% |
| 1Y | +84.4% | +8.1% | +76.3% | +74.9% |
| 3Y | +380.2% | +29.2% | +351.0% | +306.7% |
| 5Y | +275.3% | +4.3% | +271.0% | +257.2% |
| 10Y | +1,751.4% | +64.7% | +1,686.7% | +1,226.1% |
| All | +4,548.9% | +700.6% | +3,848.3% | +1,059.8% |
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 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