+854.3%
EEM vs TD
+2,411.2%
-1,556.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.8% |
| 7D | +2.3% | +0.3% | +2.0% | +2.0% |
| 30D | +4.5% | +0.4% | +4.1% | +4.1% |
| 3M | -0.1% | +7.6% | -7.7% | -5.5% |
| 6M | +16.9% | +25.0% | -8.0% | -0.7% |
| YTD | +26.2% | +31.0% | -4.8% | +3.5% |
| 1Y | +40.5% | +65.2% | -24.7% | -2.7% |
| 3Y | +86.2% | +122.5% | -36.3% | +1.4% |
| 5Y | +45.5% | +124.8% | -79.3% | -23.5% |
| 10Y | +128.6% | +298.2% | -169.6% | -27.2% |
| All | +854.3% | +2,411.2% | -1,556.9% | +17.2% |
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