+17.6%
EIX vs TAP
-50.2%
+67.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -19.1% | -2.3% | -16.8% | -18.2% |
| 30D | -16.9% | -2.1% | -14.8% | -16.2% |
| 3M | -20.0% | +6.6% | -26.6% | -21.6% |
| 6M | -21.3% | -11.5% | -9.8% | -18.4% |
| YTD | -1.7% | -10.3% | +8.6% | +1.0% |
| 1Y | +9.6% | -14.4% | +24.0% | +14.0% |
| 3Y | -3.7% | -28.3% | +24.6% | +4.9% |
| 5Y | +22.6% | +1.7% | +20.9% | +15.8% |
| All | +17.6% | -50.2% | +67.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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