-2.1%
EME vs TD
+61.0%
-63.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.8% | -12.4% | -11.6% |
| 7D | -5.8% | +1.4% | -7.2% | -6.8% |
| 30D | -17.9% | +10.2% | -28.2% | -24.2% |
| 3M | -22.0% | +8.1% | -30.1% | -26.9% |
| 6M | -29.7% | +22.3% | -52.0% | -40.1% |
| YTD | +4.7% | +39.0% | -34.3% | -19.6% |
| 1Y | -2.1% | +62.6% | -64.7% | -36.5% |
| All | -2.1% | +61.0% | -63.2% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling