+66.9%
IYR vs TD
+306.3%
-239.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.4% | -0.5% | -0.8% | -1.1% |
| 30D | -2.7% | -1.9% | -0.8% | -1.8% |
| 3M | -2.1% | +4.8% | -6.9% | -4.9% |
| 6M | +3.6% | +28.0% | -24.4% | -9.8% |
| YTD | +8.1% | +30.3% | -22.2% | -7.0% |
| 1Y | +4.7% | +59.8% | -55.1% | -19.6% |
| 3Y | +29.1% | +124.7% | -95.6% | -19.2% |
| 5Y | +6.9% | +127.0% | -120.0% | -34.6% |
| All | +66.9% | +306.3% | -239.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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