+148.7%
EWY vs TGT
-25.8%
+174.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.1% | -5.2% | +5.2% | +0.8% |
| 30D | +7.3% | +1.2% | +6.1% | +6.9% |
| 3M | -5.1% | +18.4% | -23.5% | -8.4% |
| 6M | +42.1% | +33.4% | +8.6% | +33.9% |
| YTD | +94.1% | +63.8% | +30.3% | +75.3% |
| 1Y | +147.8% | +77.2% | +70.7% | +119.8% |
| 3Y | +222.9% | +41.8% | +181.1% | +188.1% |
| All | +148.7% | -25.8% | +174.6% | +147.4% |
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 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