+203.6%
TGT vs EIX
+19.9%
+183.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -5.2% | -1.4% | -3.9% | -4.9% |
| 30D | +1.2% | -19.3% | +20.5% | +5.9% |
| 3M | +18.4% | -21.7% | +40.1% | +24.7% |
| 6M | +33.4% | -19.8% | +53.3% | +39.4% |
| YTD | +63.8% | -3.0% | +66.9% | +61.4% |
| 1Y | +77.2% | +5.1% | +72.1% | +70.1% |
| 3Y | +41.8% | -7.0% | +48.8% | +38.5% |
| 5Y | -25.5% | +22.0% | -47.6% | -33.0% |
| All | +203.6% | +19.9% | +183.7% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling