+18.0%
EIX vs TRGP
+863.3%
-845.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -19.3% | +8.0% | -27.3% | -20.4% |
| 3M | -21.7% | +8.3% | -29.9% | -22.9% |
| 6M | -19.8% | +23.9% | -43.7% | -22.9% |
| YTD | -3.0% | +59.6% | -62.7% | -10.7% |
| 1Y | +5.1% | +79.4% | -74.3% | -5.2% |
| 3Y | -7.0% | +269.4% | -276.4% | -25.9% |
| 5Y | +22.0% | +641.6% | -619.6% | -13.3% |
| All | +18.0% | +863.3% | -845.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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