+6,170.5%
TGT vs EIX
+1,175.7%
+4,994.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.6% | +1.4% | +1.3% | +2.3% |
| 30D | +4.7% | +8.5% | -3.9% | +2.7% |
| 3M | +4.6% | -13.5% | +18.0% | +6.9% |
| 6M | +34.9% | -12.4% | +47.2% | +37.3% |
| YTD | +70.9% | +5.9% | +65.0% | +66.0% |
| 1Y | +84.4% | +7.6% | +76.8% | +78.3% |
| 3Y | +69.1% | +12.8% | +56.4% | +59.7% |
| 5Y | -26.9% | +19.2% | -46.2% | -32.1% |
| 10Y | +207.6% | +34.9% | +172.8% | +168.1% |
| All | +6,170.5% | +1,175.7% | +4,994.8% | +2,894.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling