+20.7%
EIX vs TSLQ
-97.9%
+118.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | 0.0% |
| 7D | -1.5% | -26.6% | +25.1% | -2.2% |
| 30D | +8.1% | -17.5% | +25.6% | +7.8% |
| 3M | -12.1% | -41.7% | +29.6% | -13.2% |
| 6M | -13.4% | -16.9% | +3.5% | -13.1% |
| YTD | +5.6% | -21.9% | +27.5% | +6.2% |
| 1Y | +7.8% | -32.5% | +40.4% | +8.1% |
| 3Y | +9.8% | -97.2% | +107.0% | +3.3% |
| All | +20.7% | -97.9% | +118.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling