+36.2%
EMB vs TD
+300.0%
-263.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +0.4% | +5.2% | -4.9% | -0.8% |
| 3M | -3.1% | +1.2% | -4.3% | -3.5% |
| 6M | -2.1% | +17.7% | -19.8% | -5.7% |
| YTD | -1.1% | +34.2% | -35.3% | -7.5% |
| 1Y | -0.1% | +55.4% | -55.5% | -9.5% |
| 3Y | +29.6% | +130.4% | -100.8% | +6.8% |
| 5Y | +7.2% | +101.8% | -94.6% | -9.7% |
| All | +36.2% | +300.0% | -263.9% | -1.0% |
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