+41.8%
IYR vs TD
+132.8%
-91.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +6.6% | +5.2% | +1.3% | +4.7% |
| 3M | -1.8% | +1.2% | -3.0% | -2.3% |
| 6M | +1.4% | +17.7% | -16.3% | -4.7% |
| YTD | +10.5% | +34.2% | -23.7% | -1.1% |
| 1Y | +10.6% | +55.4% | -44.8% | -6.2% |
| 3Y | +41.8% | +130.4% | -88.6% | +1.3% |
| All | +41.8% | +132.8% | -91.0% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling