+35.4%
EIX vs TRGP
+819.3%
-783.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -1.5% | +9.0% | -10.5% | -2.9% |
| 30D | +8.1% | +1.5% | +6.6% | +7.6% |
| 3M | -12.1% | +10.7% | -22.9% | -13.9% |
| 6M | -13.4% | +17.1% | -30.6% | -16.2% |
| YTD | +5.6% | +63.6% | -58.0% | -3.5% |
| 1Y | +7.8% | +77.0% | -69.1% | -2.7% |
| 3Y | +9.8% | +273.2% | -263.3% | -13.0% |
| 5Y | +18.8% | +508.6% | -489.8% | -13.5% |
| All | +35.4% | +819.3% | -783.9% | -12.1% |
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