+57.8%
EWZ vs TGT
-26.9%
+84.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.5% | +2.6% | -4.1% | -1.9% |
| 30D | -24.5% | +5.0% | -29.5% | -25.1% |
| 3M | -10.7% | +8.5% | -19.2% | -11.9% |
| 6M | -19.1% | +23.8% | -42.9% | -21.9% |
| YTD | +1.6% | +66.5% | -64.9% | -6.7% |
| 1Y | +4.3% | +84.9% | -80.6% | -6.0% |
| 3Y | +19.0% | +59.2% | -40.2% | +6.1% |
| All | +57.8% | -26.9% | +84.7% | +63.9% |
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