+6,242.0%
TGT vs EMR
+4,039.8%
+2,202.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | +0.8% | -1.5% | +2.3% | +1.4% |
| 30D | +12.2% | -5.6% | +17.8% | +14.9% |
| 3M | +33.8% | +7.9% | +25.9% | +28.3% |
| 6M | +39.3% | +6.0% | +33.3% | +33.8% |
| YTD | +72.9% | +16.4% | +56.4% | +58.2% |
| 1Y | +84.6% | +16.6% | +67.9% | +68.1% |
| 3Y | +46.2% | +62.9% | -16.6% | +12.3% |
| 5Y | -21.3% | +60.1% | -81.4% | -39.5% |
| 10Y | +213.5% | +268.8% | -55.2% | +50.4% |
| All | +6,242.0% | +4,039.8% | +2,202.1% | +706.1% |
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