+537.0%
TDG vs EMB
+30.3%
+506.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.9% | -1.2% | -0.7% | +0.1% |
| 30D | -7.7% | -1.3% | -6.4% | -5.8% |
| 3M | -9.3% | -1.8% | -7.5% | -6.6% |
| 6M | -9.4% | +0.2% | -9.6% | -9.3% |
| YTD | -14.3% | +0.4% | -14.6% | -14.5% |
| 1Y | -11.8% | +2.8% | -14.7% | -15.5% |
| 3Y | +52.0% | +29.1% | +22.8% | -1.1% |
| 5Y | +128.8% | +6.3% | +122.6% | +119.1% |
| All | +537.0% | +30.3% | +506.6% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling