+4,392.3%
TSM vs IYR
+711.5%
+3,680.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +4.4% | -1.2% | +5.6% | +5.2% |
| 30D | -7.0% | +6.1% | -13.1% | -10.1% |
| 3M | -1.8% | +0.9% | -2.7% | -2.6% |
| 6M | +2.7% | +1.2% | +1.5% | +1.0% |
| YTD | +37.1% | +11.1% | +26.0% | +28.0% |
| 1Y | +43.5% | +9.0% | +34.5% | +35.3% |
| 3Y | +341.5% | +41.4% | +300.1% | +255.0% |
| 5Y | +278.9% | +6.7% | +272.2% | +255.6% |
| 10Y | +1,641.8% | +87.7% | +1,554.1% | +1,057.1% |
| All | +4,392.3% | +711.5% | +3,680.8% | +1,010.0% |
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