+5,006.9%
TGT vs EME
+61,154.1%
-56,147.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.6% |
| 7D | -3.6% | +2.7% | -6.3% | -4.3% |
| 30D | +4.4% | -6.8% | +11.2% | +6.2% |
| 3M | +25.4% | -8.8% | +34.2% | +26.7% |
| 6M | +33.4% | +5.0% | +28.4% | +29.3% |
| YTD | +65.6% | +23.5% | +42.1% | +53.0% |
| 1Y | +80.3% | +21.3% | +59.0% | +65.8% |
| 3Y | +42.1% | +241.1% | -198.9% | -5.3% |
| 5Y | -25.0% | +549.2% | -574.2% | -58.6% |
| 10Y | +208.2% | +1,306.4% | -1,098.2% | +31.6% |
| All | +5,006.9% | +61,154.1% | -56,147.1% | +1,059.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling