+537.0%
TDG vs EME
+1,362.1%
-825.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.8% |
| 7D | -1.9% | +3.5% | -5.4% | -3.5% |
| 30D | -7.7% | -6.3% | -1.4% | -5.2% |
| 3M | -9.3% | -3.8% | -5.6% | -9.6% |
| 6M | -9.4% | +8.5% | -17.9% | -15.6% |
| YTD | -14.3% | +27.8% | -42.1% | -27.2% |
| 1Y | -11.8% | +22.2% | -34.0% | -25.4% |
| 3Y | +52.0% | +253.5% | -201.5% | -35.9% |
| 5Y | +128.8% | +578.6% | -449.8% | -37.7% |
| All | +537.0% | +1,362.1% | -825.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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