+500.3%
TTD vs IYR
+87.2%
+413.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +20.8% | -0.1% | +20.9% | +21.1% |
| 30D | +27.1% | +5.7% | +21.4% | +20.4% |
| 3M | +14.7% | -0.6% | +15.3% | +15.7% |
| 6M | -26.8% | +0.5% | -27.3% | -27.3% |
| YTD | -59.2% | +10.4% | -69.7% | -63.5% |
| 1Y | -64.7% | +9.2% | -73.9% | -68.0% |
| 3Y | -75.8% | +40.5% | -116.4% | -83.6% |
| 5Y | -84.6% | +5.9% | -90.5% | -85.3% |
| All | +500.3% | +87.2% | +413.1% | +306.4% |
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