+29.7%
EMB vs TD
+303.5%
-273.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | -1.1% | -1.0% | -0.1% | -0.9% |
| 3M | -0.8% | +5.6% | -6.4% | -2.0% |
| 6M | -0.1% | +27.1% | -27.1% | -5.3% |
| YTD | +0.4% | +29.4% | -29.0% | -5.2% |
| 1Y | +3.3% | +60.7% | -57.4% | -7.1% |
| 3Y | +29.0% | +127.6% | -98.6% | +6.6% |
| 5Y | +6.3% | +125.4% | -119.1% | -12.7% |
| All | +29.7% | +303.5% | -273.8% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling