+41.7%
TGT vs EMR
+58.0%
-16.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 3M | +22.6% | +8.6% | +14.0% | +18.5% |
| 6M | +31.2% | +6.7% | +24.5% | +27.0% |
| YTD | +63.7% | +13.1% | +50.6% | +53.4% |
| 1Y | +78.5% | +12.7% | +65.8% | +66.6% |
| All | +41.7% | +58.0% | -16.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling