+57.5%
TD vs IRE
-97.7%
+155.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.5% | 0.0% |
| 7D | -0.7% | -41.9% | +41.2% | +0.1% |
| 30D | +7.6% | -75.1% | +82.7% | +10.1% |
| 3M | +3.0% | -82.4% | +85.4% | +5.8% |
| 6M | +16.8% | -95.5% | +112.4% | +21.8% |
| YTD | +34.3% | -93.1% | +127.4% | +37.1% |
| 1Y | +56.0% | -97.8% | +153.8% | +59.8% |
| All | +57.5% | -97.7% | +155.2% | +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