+22.7%
EIX vs TRMB
-37.2%
+59.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -19.1% | -2.5% | -16.6% | -18.6% |
| 30D | -16.9% | +1.5% | -18.4% | -17.1% |
| 3M | -20.0% | +6.8% | -26.8% | -21.1% |
| 6M | -21.3% | -14.9% | -6.4% | -19.1% |
| YTD | -1.7% | -24.1% | +22.4% | +3.2% |
| 1Y | +9.6% | -25.4% | +35.0% | +15.2% |
| 3Y | -3.7% | +8.0% | -11.7% | -7.8% |
| All | +22.7% | -37.2% | +59.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling