+58.0%
TD vs IRE
-97.3%
+155.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | -0.6% | -15.5% | +14.9% | -0.7% |
| 30D | +7.9% | -70.4% | +78.3% | +10.0% |
| 3M | +3.1% | -81.6% | +84.7% | +5.8% |
| 6M | +17.2% | -94.7% | +111.9% | +21.7% |
| YTD | +34.7% | -91.8% | +126.5% | +37.1% |
| 1Y | +56.9% | -97.6% | +154.5% | +60.3% |
| All | +58.0% | -97.3% | +155.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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