+203.4%
TGT vs EMR
+274.4%
-71.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -5.0% | -1.2% | -3.8% | -4.6% |
| 30D | +3.0% | -9.4% | +12.5% | +6.7% |
| 3M | +22.6% | +8.6% | +14.0% | +18.4% |
| 6M | +31.2% | +6.7% | +24.5% | +26.9% |
| YTD | +63.7% | +13.1% | +50.6% | +54.0% |
| 1Y | +78.5% | +12.7% | +65.8% | +67.5% |
| 3Y | +40.5% | +58.1% | -17.5% | +14.7% |
| 5Y | -25.6% | +63.6% | -89.2% | -40.7% |
| All | +203.4% | +274.4% | -71.0% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling