-24.7%
TGT vs EMR
+64.3%
-89.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | +4.4% | -5.0% | +9.4% | +6.6% |
| 3M | +25.4% | +5.9% | +19.4% | +21.3% |
| 6M | +33.4% | +7.3% | +26.0% | +27.5% |
| YTD | +65.6% | +14.6% | +51.0% | +51.7% |
| 1Y | +80.3% | +15.6% | +64.6% | +63.5% |
| 3Y | +42.1% | +60.2% | -18.0% | +5.5% |
| All | -24.7% | +64.3% | -89.0% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling