-25.6%
TGT vs EIX
+22.7%
-48.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -5.0% | +0.8% | -5.8% | -5.3% |
| 30D | +3.0% | -18.8% | +21.8% | +7.9% |
| 3M | +22.6% | -19.7% | +42.3% | +28.5% |
| 6M | +31.2% | -18.2% | +49.4% | +36.4% |
| YTD | +63.7% | -1.7% | +65.4% | +59.0% |
| 1Y | +78.5% | +7.8% | +70.7% | +67.3% |
| 3Y | +40.5% | -5.6% | +46.2% | +33.3% |
| 5Y | -25.6% | +23.7% | -49.3% | -37.0% |
| All | -25.6% | +22.7% | -48.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling