-1.3%
EIX vs TSLQ
-95.9%
+94.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.0% | +12.5% | +4.4% |
| 7D | +0.9% | -8.6% | +9.5% | +0.8% |
| 30D | -13.5% | -24.9% | +11.3% | -14.1% |
| 3M | -15.3% | -1.5% | -13.7% | -15.0% |
| 6M | -15.3% | -18.1% | +2.7% | -15.2% |
| YTD | +2.7% | -0.1% | +2.8% | +3.6% |
| 1Y | +17.4% | -51.4% | +68.8% | +16.2% |
| 3Y | -1.3% | -95.9% | +94.6% | -2.6% |
| All | -1.3% | -95.9% | +94.5% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling