+552.3%
EIX vs TCOM
+2,868.4%
-2,316.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | +1.4% | -1.8% | +3.1% | +1.5% |
| 30D | +8.5% | +12.1% | -3.5% | +7.4% |
| 3M | -13.5% | -3.2% | -10.3% | -13.3% |
| 6M | -12.4% | -16.6% | +4.3% | -11.2% |
| YTD | +5.9% | -39.4% | +45.3% | +10.1% |
| 1Y | +7.6% | -41.5% | +49.1% | +12.2% |
| 3Y | +12.8% | +24.4% | -11.6% | +7.8% |
| 5Y | +19.2% | +41.6% | -22.4% | +9.0% |
| 10Y | +34.9% | +6.5% | +28.3% | +22.0% |
| All | +552.3% | +2,868.4% | -2,316.1% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling