+149.4%
EWT vs TGT
-25.8%
+175.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -1.1% | -5.2% | +4.1% | -0.3% |
| 30D | +4.5% | +1.2% | +3.3% | +4.1% |
| 3M | +8.3% | +18.4% | -10.1% | +4.8% |
| 6M | +54.2% | +33.4% | +20.8% | +45.8% |
| YTD | +74.6% | +63.8% | +10.8% | +58.6% |
| 1Y | +84.9% | +77.2% | +7.7% | +65.2% |
| 3Y | +197.5% | +41.8% | +155.7% | +168.1% |
| All | +149.4% | -25.8% | +175.3% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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