+92.6%
EWZ vs TGT
+208.0%
-115.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -0.1% | -3.6% | +3.5% | +0.7% |
| 30D | +8.2% | +4.4% | +3.8% | +7.1% |
| 3M | +13.3% | +25.4% | -12.1% | +7.4% |
| 6M | +3.6% | +33.4% | -29.8% | -3.3% |
| YTD | +21.0% | +65.6% | -44.6% | +7.1% |
| 1Y | +34.7% | +80.3% | -45.6% | +16.6% |
| 3Y | +48.3% | +42.1% | +6.1% | +30.4% |
| 5Y | +60.1% | -25.0% | +85.1% | +62.7% |
| 10Y | +92.6% | +208.2% | -115.7% | +37.6% |
| All | +92.6% | +208.0% | -115.5% | +37.6% |
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