+512.1%
EMR vs TDG
+12,839.7%
-12,327.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | -5.0% | -8.0% | +3.0% | -1.1% |
| 3M | +5.9% | -10.5% | +16.4% | +11.4% |
| 6M | +7.3% | -11.9% | +19.2% | +13.6% |
| YTD | +14.6% | -15.4% | +29.9% | +22.9% |
| 1Y | +15.6% | -14.2% | +29.8% | +23.0% |
| 3Y | +60.2% | +51.0% | +9.1% | +28.4% |
| 5Y | +65.8% | +126.5% | -60.6% | +7.3% |
| 10Y | +277.4% | +535.6% | -258.2% | +39.5% |
| All | +512.1% | +12,839.7% | -12,327.6% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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