+77.2%
TGT vs EMR
+15.3%
+61.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | +1.2% | -6.8% | +8.0% | +2.5% |
| 3M | +18.4% | +7.5% | +10.9% | +16.5% |
| 6M | +33.4% | +9.9% | +23.6% | +30.3% |
| YTD | +63.8% | +16.0% | +47.8% | +55.0% |
| 1Y | +77.2% | +12.4% | +64.7% | +63.5% |
| All | +77.2% | +15.3% | +61.8% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling