+420.9%
TTD vs IYR
+72.1%
+348.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +21.3% | +0.6% | +20.7% | +20.8% |
| 30D | +28.7% | +6.6% | +22.2% | +21.0% |
| 3M | +7.7% | -1.8% | +9.5% | +9.9% |
| 6M | -23.5% | +1.4% | -24.9% | -24.7% |
| YTD | -58.7% | +10.5% | -69.2% | -63.1% |
| 1Y | -63.4% | +10.6% | -74.1% | -67.4% |
| 3Y | -75.3% | +41.8% | -117.1% | -83.4% |
| 5Y | -84.4% | +6.0% | -90.4% | -85.1% |
| 10Y | +516.1% | +86.7% | +429.4% | +273.0% |
| All | +420.9% | +72.1% | +348.8% | +259.9% |
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