+66.5%
EWZ vs TGT
+206.3%
-139.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +0.8% | +2.6% | -1.9% | +0.2% |
| 30D | -24.4% | +4.7% | -29.1% | -25.1% |
| 3M | -4.6% | +4.6% | -9.1% | -5.7% |
| 6M | -11.6% | +34.9% | -46.4% | -17.7% |
| YTD | +2.4% | +70.9% | -68.5% | -10.2% |
| 1Y | +2.1% | +84.4% | -82.3% | -12.1% |
| 3Y | +18.7% | +69.1% | -50.4% | -0.4% |
| 5Y | +54.2% | -26.9% | +81.1% | +58.6% |
| All | +66.5% | +206.3% | -139.8% | +17.2% |
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