-27.2%
TGT vs EMB
+7.3%
-34.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +3.4% |
| 30D | +6.6% | +0.5% | +6.1% | +6.2% |
| 3M | +5.2% | -2.5% | +7.7% | +8.3% |
| 6M | +35.3% | -2.0% | +37.3% | +38.6% |
| YTD | +70.3% | -0.9% | +71.2% | +72.0% |
| 1Y | +81.2% | -0.3% | +81.5% | +81.8% |
| 3Y | +66.9% | +29.2% | +37.8% | +28.5% |
| 5Y | -27.2% | +7.4% | -34.6% | -37.8% |
| All | -27.2% | +7.3% | -34.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling