+22.7%
EIX vs TSN
-22.4%
+45.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -19.1% | -6.3% | -12.8% | -17.7% |
| 30D | -16.9% | -10.8% | -6.1% | -14.3% |
| 3M | -20.0% | -8.8% | -11.3% | -18.1% |
| 6M | -21.3% | -16.8% | -4.5% | -17.6% |
| YTD | -1.7% | -10.0% | +8.3% | +0.3% |
| 1Y | +9.6% | -5.3% | +14.8% | +9.9% |
| 3Y | -3.7% | +8.5% | -12.2% | -8.5% |
| All | +22.7% | -22.4% | +45.1% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling