+6,170.5%
TGT vs EMR
+4,423.3%
+1,747.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.6% | +2.8% | -0.2% | +1.4% |
| 30D | +4.7% | +3.7% | +1.0% | +3.0% |
| 3M | +4.6% | +2.0% | +2.5% | +3.3% |
| 6M | +34.9% | +22.1% | +12.8% | +22.0% |
| YTD | +70.9% | +27.2% | +43.7% | +50.1% |
| 1Y | +84.4% | +32.0% | +52.3% | +59.1% |
| 3Y | +69.1% | +103.3% | -34.1% | +17.7% |
| 5Y | -26.9% | +88.2% | -115.2% | -47.7% |
| 10Y | +207.6% | +280.4% | -72.8% | +46.0% |
| All | +6,170.5% | +4,423.3% | +1,747.2% | +664.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling