+65.8%
EMR vs TD
+123.1%
-57.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | +0.9% | -1.9% | +2.8% | +2.1% |
| 30D | -5.0% | -1.6% | -3.4% | -4.1% |
| 3M | +5.9% | +4.6% | +1.3% | +2.6% |
| 6M | +7.3% | +26.8% | -19.5% | -7.8% |
| YTD | +14.6% | +28.3% | -13.8% | -2.2% |
| 1Y | +15.6% | +60.4% | -44.8% | -13.8% |
| 3Y | +60.2% | +125.7% | -65.5% | -4.5% |
| 5Y | +65.8% | +122.4% | -56.5% | -6.3% |
| All | +65.8% | +123.1% | -57.2% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling