+126.1%
TDG vs EMB
+6.1%
+120.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +1.0% |
| 7D | -2.7% | -1.1% | -1.6% | -1.4% |
| 30D | -9.3% | -1.1% | -8.2% | -8.1% |
| 3M | -7.1% | -0.8% | -6.3% | -6.1% |
| 6M | -11.2% | -0.1% | -11.1% | -10.8% |
| YTD | -15.3% | +0.4% | -15.7% | -15.4% |
| 1Y | -12.5% | +3.3% | -15.7% | -15.3% |
| 3Y | +51.2% | +29.0% | +22.2% | +13.6% |
| 5Y | +126.1% | +6.3% | +119.8% | +112.1% |
| All | +126.1% | +6.1% | +120.1% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling