+52.0%
TDG vs EME
+252.2%
-200.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.3% |
| 7D | -1.9% | +3.5% | -5.4% | -2.6% |
| 30D | -7.7% | -6.3% | -1.4% | -6.6% |
| 3M | -9.3% | -3.8% | -5.6% | -9.0% |
| 6M | -9.4% | +8.5% | -17.9% | -12.0% |
| YTD | -14.3% | +27.8% | -42.1% | -20.4% |
| 1Y | -11.8% | +22.2% | -34.0% | -18.5% |
| 3Y | +52.0% | +253.5% | -201.5% | -1.6% |
| All | +52.0% | +252.2% | -200.3% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling