+201.6%
TGT vs EMB
+36.5%
+165.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.4% |
| 30D | +4.7% | +0.4% | +4.3% | +4.5% |
| 3M | +4.6% | -3.1% | +7.7% | +7.3% |
| 6M | +34.9% | -2.1% | +36.9% | +37.3% |
| YTD | +70.9% | -1.1% | +72.0% | +72.5% |
| 1Y | +84.4% | -0.1% | +84.4% | +84.6% |
| 3Y | +69.1% | +29.6% | +39.5% | +40.6% |
| 5Y | -26.9% | +7.2% | -34.1% | -33.5% |
| All | +201.6% | +36.5% | +165.1% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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