+424.7%
TGT vs EMB
+132.1%
+292.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +12.2% | -0.3% | +12.5% | +12.4% |
| 3M | +33.8% | -0.4% | +34.2% | +34.1% |
| 6M | +39.3% | +0.1% | +39.2% | +39.2% |
| YTD | +72.9% | +1.6% | +71.3% | +71.5% |
| 1Y | +84.6% | +5.6% | +78.9% | +79.7% |
| 3Y | +46.2% | +29.8% | +16.4% | +30.0% |
| 5Y | -21.3% | +7.3% | -28.6% | -25.7% |
| 10Y | +213.5% | +30.4% | +183.1% | +179.2% |
| All | +424.7% | +132.1% | +292.5% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling