-25.0%
TGT vs EMB
+7.1%
-32.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +4.4% | -0.3% | +4.7% | +4.7% |
| 3M | +25.4% | -0.3% | +25.7% | +25.8% |
| 6M | +33.4% | +0.7% | +32.6% | +32.3% |
| YTD | +65.6% | +1.3% | +64.3% | +63.2% |
| 1Y | +80.3% | +4.7% | +75.6% | +71.4% |
| 3Y | +42.1% | +30.1% | +12.1% | +8.7% |
| 5Y | -25.0% | +6.9% | -31.9% | -36.0% |
| All | -25.0% | +7.1% | -32.1% | -36.0% |
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