+27.2%
EIX vs TCOM
+26.3%
+0.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.6% |
| 7D | +0.9% | -7.6% | +8.5% | +1.2% |
| 30D | -13.5% | -12.2% | -1.3% | -13.1% |
| 3M | -15.3% | -14.2% | -1.0% | -14.8% |
| 6M | -15.3% | -25.0% | +9.7% | -14.4% |
| YTD | +2.7% | -43.7% | +46.4% | +5.0% |
| 1Y | +17.4% | -44.5% | +62.0% | +20.1% |
| 3Y | -1.3% | +13.4% | -14.8% | -3.2% |
| 5Y | +27.2% | +26.5% | +0.7% | +19.4% |
| All | +27.2% | +26.3% | +0.9% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling