+164.3%
EWY vs TGT
+84.5%
+79.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | +0.8% | +4.0% | +4.9% |
| 30D | +11.7% | +12.2% | -0.5% | +11.9% |
| 3M | -7.4% | +33.8% | -41.2% | -8.3% |
| 6M | +40.6% | +39.3% | +1.3% | +38.1% |
| YTD | +94.3% | +72.9% | +21.4% | +85.7% |
| 1Y | +164.3% | +84.6% | +79.7% | +144.4% |
| All | +164.3% | +84.5% | +79.8% | +144.4% |
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