+35.9%
EIX vs TRI
+225.2%
-189.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +8.5% | +3.7% | +4.8% | +7.2% |
| 3M | -13.5% | +3.7% | -17.2% | -15.0% |
| 6M | -12.4% | +35.1% | -47.5% | -21.3% |
| YTD | +5.9% | -14.0% | +19.9% | +9.4% |
| 1Y | +7.6% | -19.0% | +26.5% | +13.9% |
| 3Y | +12.8% | -12.0% | +24.8% | +10.5% |
| 5Y | +19.2% | +0.6% | +18.6% | +7.9% |
| All | +35.9% | +225.2% | -189.3% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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