+21.1%
EIX vs TSLQ
-97.8%
+118.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.4% |
| 7D | +1.4% | -16.8% | +18.2% | +0.9% |
| 30D | +8.5% | -18.0% | +26.5% | +8.2% |
| 3M | -13.5% | -34.5% | +21.0% | -14.2% |
| 6M | -12.4% | -8.9% | -3.4% | -11.7% |
| YTD | +5.9% | -19.0% | +24.9% | +6.7% |
| 1Y | +7.6% | -38.2% | +45.8% | +7.4% |
| 3Y | +12.8% | -96.9% | +109.7% | +6.5% |
| All | +21.1% | -97.8% | +118.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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