+62.4%
EWY vs TGT
+86.7%
-24.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -1.2% |
| 7D | -8.3% | +9.5% | -17.8% | -7.3% |
| 30D | -20.5% | +6.6% | -27.2% | -19.8% |
| 3M | -11.1% | +11.0% | -22.1% | -10.2% |
| 6M | -7.0% | +29.9% | -36.9% | -6.4% |
| YTD | +56.5% | +71.4% | -15.0% | +52.0% |
| 1Y | +62.4% | +88.6% | -26.2% | +53.9% |
| All | +62.4% | +86.7% | -24.3% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling