+1,117.7%
EIX vs TRMB
+3,381.2%
-2,263.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | -19.1% | -2.5% | -16.6% | -18.9% |
| 30D | -16.9% | +1.5% | -18.4% | -17.0% |
| 3M | -20.0% | +6.8% | -26.8% | -20.5% |
| 6M | -21.3% | -14.9% | -6.4% | -20.4% |
| YTD | -1.7% | -24.1% | +22.4% | +0.3% |
| 1Y | +9.6% | -25.4% | +35.0% | +11.9% |
| 3Y | -3.7% | +8.0% | -11.7% | -5.2% |
| 5Y | +22.6% | -37.3% | +59.9% | +25.2% |
| 10Y | +17.7% | +116.8% | -99.1% | +8.0% |
| All | +1,117.7% | +3,381.2% | -2,263.5% | +856.1% |
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