+19,189.4%
EME vs TDY
+7,056.0%
+12,133.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.9% |
| 7D | +3.5% | -1.1% | +4.6% | +3.9% |
| 30D | -6.3% | -12.0% | +5.7% | -1.9% |
| 3M | -3.8% | -3.2% | -0.6% | -2.4% |
| 6M | +8.5% | -7.9% | +16.4% | +12.1% |
| YTD | +27.8% | +18.2% | +9.6% | +20.8% |
| 1Y | +22.2% | +6.7% | +15.6% | +19.8% |
| 3Y | +253.5% | +47.5% | +205.9% | +209.1% |
| 5Y | +578.6% | +39.5% | +539.1% | +500.7% |
| 10Y | +1,355.6% | +477.2% | +878.4% | +708.7% |
| All | +19,189.4% | +7,056.0% | +12,133.4% | +7,946.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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