+1,250.3%
EWY vs TGT
+691.6%
+558.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +1.5% |
| 7D | +6.7% | -3.6% | +10.2% | +7.9% |
| 30D | +17.0% | +4.4% | +12.5% | +15.0% |
| 3M | +3.7% | +25.4% | -21.7% | -4.9% |
| 6M | +42.5% | +33.4% | +9.1% | +27.7% |
| YTD | +96.2% | +65.6% | +30.7% | +62.4% |
| 1Y | +160.4% | +80.3% | +80.1% | +108.5% |
| 3Y | +231.7% | +42.1% | +189.5% | +172.5% |
| 5Y | +153.3% | -25.0% | +178.3% | +151.7% |
| 10Y | +308.8% | +208.2% | +100.6% | +117.9% |
| All | +1,250.3% | +691.6% | +558.7% | +340.7% |
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