+699.9%
IYR vs TD
+2,595.7%
-1,895.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | -0.4% | +0.9% | -1.2% | -0.9% |
| 30D | -2.5% | -0.7% | -1.9% | -2.3% |
| 3M | +1.5% | +6.3% | -4.8% | -2.6% |
| 6M | +3.9% | +27.9% | -24.1% | -10.9% |
| YTD | +9.5% | +29.8% | -20.3% | -7.0% |
| 1Y | +7.5% | +63.7% | -56.2% | -20.7% |
| 3Y | +30.8% | +128.3% | -97.5% | -22.3% |
| 5Y | +4.8% | +125.5% | -120.7% | -38.4% |
| 10Y | +64.3% | +296.7% | -232.4% | -34.3% |
| All | +699.9% | +2,595.7% | -1,895.9% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling