+1,058.2%
EIX vs TSN
+890.5%
+167.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -19.1% | -6.3% | -12.8% | -18.2% |
| 30D | -16.9% | -10.8% | -6.1% | -15.3% |
| 3M | -20.0% | -8.8% | -11.3% | -18.8% |
| 6M | -21.3% | -16.8% | -4.5% | -19.0% |
| YTD | -1.7% | -10.0% | +8.3% | -0.3% |
| 1Y | +9.6% | -5.3% | +14.8% | +10.1% |
| 3Y | -3.7% | +8.5% | -12.2% | -6.0% |
| 5Y | +22.6% | -22.9% | +45.5% | +26.1% |
| 10Y | +17.7% | -12.6% | +30.3% | +15.6% |
| All | +1,058.2% | +890.5% | +167.8% | +611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling