+1,500.2%
EMR vs TD
+7,879.0%
-6,378.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | -5.6% | +0.4% | -6.0% | -5.9% |
| 3M | +7.9% | +7.6% | +0.3% | +3.5% |
| 6M | +6.0% | +25.0% | -19.0% | -6.2% |
| YTD | +16.4% | +31.0% | -14.6% | +0.5% |
| 1Y | +16.6% | +65.2% | -48.6% | -11.5% |
| 3Y | +62.9% | +122.5% | -59.6% | +4.0% |
| 5Y | +60.1% | +124.8% | -64.7% | +1.0% |
| 10Y | +268.7% | +298.2% | -29.5% | +76.7% |
| All | +1,500.2% | +7,879.0% | -6,378.8% | +162.5% |
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 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