+125.6%
EMB vs TD
+638.6%
-513.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -3.1% | +1.2% | -4.3% | -3.4% |
| 6M | -2.1% | +17.7% | -19.8% | -4.5% |
| YTD | -1.1% | +34.2% | -35.3% | -5.5% |
| 1Y | -0.1% | +55.4% | -55.5% | -6.5% |
| 3Y | +29.6% | +130.4% | -100.8% | +13.8% |
| 5Y | +7.2% | +101.8% | -94.6% | -4.5% |
| 10Y | +35.5% | +301.9% | -266.4% | +8.7% |
| All | +125.6% | +638.6% | -513.0% | +64.3% |
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 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