+6,175.2%
TGT vs EIX
+1,137.3%
+5,037.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -2.1% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +9.5% | -13.5% | +23.1% | +12.0% |
| 3M | +32.3% | -15.3% | +47.5% | +35.8% |
| 6M | +37.0% | -15.3% | +52.4% | +40.5% |
| YTD | +71.0% | +2.7% | +68.3% | +67.3% |
| 1Y | +85.0% | +17.4% | +67.6% | +75.1% |
| 3Y | +46.8% | -1.3% | +48.2% | +43.1% |
| 5Y | -22.7% | +27.2% | -49.9% | -29.3% |
| 10Y | +216.3% | +22.7% | +193.5% | +181.1% |
| All | +6,175.2% | +1,137.3% | +5,037.9% | +2,918.5% |
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