+591.5%
EWT vs TGT
+911.4%
-319.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.1% |
| 7D | +2.1% | -3.6% | +5.7% | +3.2% |
| 30D | +9.4% | +4.4% | +5.0% | +7.8% |
| 3M | +10.9% | +25.4% | -14.5% | +3.1% |
| 6M | +57.9% | +33.4% | +24.6% | +43.8% |
| YTD | +75.9% | +65.6% | +10.3% | +49.7% |
| 1Y | +89.7% | +80.3% | +9.4% | +57.0% |
| 3Y | +200.9% | +42.1% | +158.7% | +155.4% |
| 5Y | +154.5% | -25.0% | +179.5% | +153.8% |
| 10Y | +520.8% | +208.2% | +312.6% | +261.9% |
| All | +591.5% | +911.4% | -319.9% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling