+166.3%
EIX vs TRGP
+2,231.3%
-2,065.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -19.1% | +0.8% | -19.9% | -19.2% |
| 30D | -16.9% | +11.5% | -28.4% | -18.3% |
| 3M | -20.0% | +9.0% | -29.0% | -21.1% |
| 6M | -21.3% | +20.5% | -41.8% | -23.6% |
| YTD | -1.7% | +59.5% | -61.2% | -8.2% |
| 1Y | +9.6% | +77.9% | -68.3% | +0.7% |
| 3Y | -3.7% | +253.6% | -257.3% | -19.7% |
| 5Y | +22.6% | +615.5% | -592.9% | -7.2% |
| 10Y | +17.7% | +897.1% | -879.4% | -21.7% |
| All | +166.3% | +2,231.3% | -2,065.0% | +25.9% |
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