+187.1%
EIX vs TRGP
+2,170.2%
-1,983.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +1.0% | -5.8% | +6.7% | +1.7% |
| 30D | +8.9% | -1.5% | +10.3% | +8.9% |
| 3M | -9.8% | +6.1% | -15.9% | -10.8% |
| 6M | -10.2% | +14.4% | -24.6% | -12.2% |
| YTD | +5.9% | +55.3% | -49.4% | -0.9% |
| 1Y | +10.9% | +69.1% | -58.2% | +2.5% |
| 3Y | +10.2% | +254.3% | -244.1% | -8.3% |
| 5Y | +17.0% | +471.4% | -454.4% | -9.0% |
| 10Y | +35.1% | +773.0% | -737.9% | -9.1% |
| All | +187.1% | +2,170.2% | -1,983.1% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling