+34.3%
EIX vs TAP
-47.8%
+82.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -2.5% | -8.0% | +5.5% | +0.1% |
| 30D | +7.7% | +4.1% | +3.6% | +6.1% |
| 3M | -12.9% | -4.4% | -8.5% | -11.8% |
| 6M | -12.7% | -1.9% | -10.7% | -12.5% |
| YTD | +5.5% | -12.1% | +17.5% | +8.6% |
| 1Y | +9.4% | -12.0% | +21.4% | +12.5% |
| 3Y | +9.7% | -25.0% | +34.7% | +17.3% |
| 5Y | +16.9% | -1.1% | +18.0% | +11.3% |
| 10Y | +34.3% | -47.6% | +81.9% | +33.5% |
| All | +34.3% | -47.8% | +82.1% | +33.5% |
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