+43.6%
EEM vs TD
+122.4%
-78.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | -0.7% | -2.6% | +1.9% | +0.5% |
| 30D | +2.4% | -1.0% | +3.4% | +2.8% |
| 3M | +4.2% | +5.6% | -1.5% | +1.3% |
| 6M | +14.8% | +27.1% | -12.3% | +2.2% |
| YTD | +23.1% | +29.4% | -6.3% | +8.7% |
| 1Y | +32.5% | +60.7% | -28.1% | +6.0% |
| 3Y | +85.9% | +127.6% | -41.7% | +24.7% |
| 5Y | +43.6% | +125.4% | -81.8% | -3.6% |
| All | +43.6% | +122.4% | -78.9% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling