+1,344.7%
EME vs TD
+306.3%
+1,038.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.8% |
| 7D | +3.5% | -0.5% | +4.1% | +3.9% |
| 30D | -6.3% | -1.9% | -4.4% | -5.2% |
| 3M | -3.8% | +4.8% | -8.5% | -6.7% |
| 6M | +8.5% | +28.0% | -19.5% | -8.0% |
| YTD | +27.8% | +30.3% | -2.5% | +6.8% |
| 1Y | +22.2% | +59.8% | -37.6% | -11.0% |
| 3Y | +253.5% | +124.7% | +128.8% | +99.1% |
| 5Y | +578.6% | +127.0% | +451.7% | +267.1% |
| All | +1,344.7% | +306.3% | +1,038.4% | +402.2% |
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