+589.5%
EIX vs TRI
+561.6%
+27.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +2.6% |
| 7D | -19.1% | -0.5% | -18.6% | -19.1% |
| 30D | -16.9% | +7.9% | -24.8% | -19.3% |
| 3M | -20.0% | +24.1% | -44.1% | -26.7% |
| 6M | -21.3% | +3.8% | -25.1% | -24.7% |
| YTD | -1.7% | -16.9% | +15.1% | +0.6% |
| 1Y | +9.6% | -38.4% | +48.0% | +25.3% |
| 3Y | -3.7% | -12.2% | +8.5% | -5.9% |
| 5Y | +22.6% | -1.8% | +24.4% | +13.6% |
| 10Y | +17.7% | +207.6% | -189.9% | -30.5% |
| All | +589.5% | +561.6% | +27.9% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling