+35.9%
EIX vs TSN
+14.5%
+21.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +8.5% | +8.5% | +0.1% | +6.0% |
| 3M | -13.5% | +5.3% | -18.7% | -14.9% |
| 6M | -12.4% | -10.5% | -1.9% | -9.8% |
| YTD | +5.9% | +3.0% | +3.0% | +4.1% |
| 1Y | +7.6% | +12.1% | -4.5% | +3.0% |
| 3Y | +12.8% | +43.1% | -30.3% | -0.5% |
| 5Y | +19.2% | -15.1% | +34.3% | +20.8% |
| All | +35.9% | +14.5% | +21.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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