+22,646.8%
EME vs TD
+7,806.2%
+14,840.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | +5.2% | +0.9% | +4.3% | +4.6% |
| 30D | -5.4% | -0.7% | -4.7% | -5.1% |
| 3M | -6.1% | +6.3% | -12.4% | -9.1% |
| 6M | +9.7% | +27.9% | -18.3% | -4.0% |
| YTD | +26.6% | +29.8% | -3.2% | +9.8% |
| 1Y | +24.6% | +63.7% | -39.0% | -4.7% |
| 3Y | +249.6% | +128.3% | +121.3% | +119.5% |
| 5Y | +556.6% | +125.5% | +431.0% | +309.5% |
| 10Y | +1,286.6% | +296.7% | +989.9% | +544.8% |
| All | +22,646.8% | +7,806.2% | +14,840.6% | +5,382.8% |
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