+131.4%
EMB vs TD
+614.3%
-482.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.3% | +0.9% | -0.6% | +0.2% |
| 30D | -0.5% | -0.7% | +0.2% | -0.4% |
| 3M | +0.3% | +6.3% | -5.9% | -0.6% |
| 6M | +1.2% | +27.9% | -26.7% | -2.5% |
| YTD | +1.5% | +29.8% | -28.3% | -2.5% |
| 1Y | +4.8% | +63.7% | -58.9% | -2.7% |
| 3Y | +30.4% | +128.3% | -98.0% | +14.7% |
| 5Y | +7.3% | +125.5% | -118.3% | -5.8% |
| 10Y | +29.7% | +296.7% | -267.0% | +4.4% |
| All | +131.4% | +614.3% | -482.9% | +69.4% |
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