+19.6%
EIX vs TCOM
-10.5%
+30.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | +0.8% | -6.5% | +7.3% | +1.3% |
| 30D | -18.8% | -16.2% | -2.6% | -17.7% |
| 3M | -19.7% | -19.3% | -0.4% | -18.5% |
| 6M | -18.2% | -27.2% | +9.0% | -16.4% |
| YTD | -1.7% | -46.2% | +44.4% | +2.7% |
| 1Y | +7.8% | -46.6% | +54.4% | +12.6% |
| 3Y | -5.6% | +8.4% | -14.0% | -8.8% |
| 5Y | +23.7% | +25.8% | -2.1% | +14.7% |
| All | +19.6% | -10.5% | +30.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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