-25.1%
TGT vs EME
+575.5%
-600.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.8% |
| 7D | -5.2% | +3.5% | -8.7% | -5.9% |
| 30D | +1.2% | -6.3% | +7.5% | +2.3% |
| 3M | +18.4% | -3.8% | +22.1% | +18.4% |
| 6M | +33.4% | +8.5% | +24.9% | +29.1% |
| YTD | +63.8% | +27.8% | +36.0% | +51.8% |
| 1Y | +77.2% | +22.2% | +54.9% | +64.2% |
| 3Y | +41.8% | +253.5% | -211.7% | -13.8% |
| All | -25.1% | +575.5% | -600.6% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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