+303.5%
EWY vs TGT
+207.4%
+96.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.1% | -5.2% | +5.2% | +1.0% |
| 30D | +7.3% | +1.2% | +6.1% | +6.9% |
| 3M | -5.1% | +18.4% | -23.5% | -9.0% |
| 6M | +42.1% | +33.4% | +8.6% | +32.7% |
| YTD | +94.1% | +63.8% | +30.3% | +72.7% |
| 1Y | +147.8% | +77.2% | +70.7% | +116.2% |
| 3Y | +222.9% | +41.8% | +181.1% | +185.4% |
| 5Y | +150.6% | -25.5% | +176.2% | +152.8% |
| All | +303.5% | +207.4% | +96.1% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling