+433.4%
EIX vs TDY
+7,071.3%
-6,637.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.7% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | -13.5% | -12.5% | -1.1% | -11.3% |
| 3M | -15.3% | -1.2% | -14.1% | -15.2% |
| 6M | -15.3% | -6.6% | -8.8% | -14.5% |
| YTD | +2.7% | +18.5% | -15.8% | -1.0% |
| 1Y | +17.4% | +10.8% | +6.7% | +14.5% |
| 3Y | -1.3% | +47.5% | -48.8% | -9.4% |
| 5Y | +27.2% | +35.8% | -8.6% | +18.0% |
| 10Y | +22.7% | +459.0% | -436.2% | -10.7% |
| All | +433.4% | +7,071.3% | -6,637.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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