+12.8%
EIX vs TCOM
+26.7%
-13.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.3% |
| 7D | +1.4% | -1.8% | +3.1% | +1.4% |
| 30D | +8.5% | +12.1% | -3.5% | +8.2% |
| 3M | -13.5% | -3.2% | -10.3% | -13.4% |
| 6M | -12.4% | -16.6% | +4.3% | -11.9% |
| YTD | +5.9% | -39.4% | +45.3% | +7.6% |
| 1Y | +7.6% | -41.5% | +49.1% | +9.6% |
| 3Y | +12.8% | +24.4% | -11.6% | +12.0% |
| All | +12.8% | +26.7% | -13.9% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling