+12.4%
EIX vs TSLQ
-97.0%
+109.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | +1.1% |
| 7D | -19.1% | -5.8% | -13.3% | -19.3% |
| 30D | -16.9% | -22.1% | +5.2% | -17.5% |
| 3M | -20.0% | +10.1% | -30.1% | -19.4% |
| 6M | -21.3% | -6.8% | -14.6% | -21.0% |
| YTD | -1.7% | +8.5% | -10.2% | -0.5% |
| 1Y | +9.6% | -49.7% | +59.3% | +8.1% |
| 3Y | -3.7% | -95.6% | +92.0% | -7.8% |
| All | +12.4% | -97.0% | +109.4% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling