+1,212.5%
EIX vs TRMB
+3,104.9%
-1,892.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.0% | -16.6% | +17.5% | +2.3% |
| 30D | +8.9% | -8.9% | +17.7% | +9.5% |
| 3M | -9.8% | -6.3% | -3.5% | -9.5% |
| 6M | -10.2% | -10.0% | -0.2% | -9.7% |
| YTD | +5.9% | -30.1% | +36.1% | +8.7% |
| 1Y | +10.9% | -31.3% | +42.2% | +13.9% |
| 3Y | +10.2% | +30.8% | -20.6% | +6.6% |
| 5Y | +17.0% | -35.9% | +53.0% | +19.1% |
| 10Y | +35.1% | +101.7% | -66.6% | +24.5% |
| All | +1,212.5% | +3,104.9% | -1,892.4% | +935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling