+1,131.2%
EIX vs TAP
+821.1%
+310.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +9.1% | +9.1% | 0.0% | +7.0% |
| 3M | -10.2% | -3.8% | -6.4% | -9.6% |
| 6M | -11.2% | -3.4% | -7.8% | -10.9% |
| YTD | +4.5% | -10.6% | +15.1% | +6.3% |
| 1Y | +10.9% | -4.4% | +15.3% | +11.1% |
| 3Y | +8.4% | -24.4% | +32.8% | +13.2% |
| 5Y | +18.0% | +2.1% | +15.9% | +14.8% |
| 10Y | +30.3% | -48.7% | +79.0% | +39.4% |
| All | +1,131.2% | +821.1% | +310.0% | +776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling