+43.3%
TGT vs EIX
-4.8%
+48.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.5% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | +4.4% | -15.3% | +19.7% | +7.1% |
| 3M | +25.4% | -18.4% | +43.8% | +29.7% |
| 6M | +33.4% | -16.8% | +50.2% | +37.0% |
| YTD | +65.6% | -0.6% | +66.1% | +60.6% |
| 1Y | +80.3% | +10.7% | +69.6% | +68.7% |
| All | +43.3% | -4.8% | +48.1% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling