+9.4%
EIX vs TW
+19.9%
-10.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.5% | +2.8% | -5.4% | -2.6% |
| 30D | +7.7% | +18.1% | -10.4% | +7.5% |
| 3M | -12.9% | +25.2% | -38.1% | -13.0% |
| 6M | -12.7% | +19.1% | -31.8% | -12.4% |
| YTD | +5.5% | +21.9% | -16.5% | +5.0% |
| 1Y | +9.4% | +18.9% | -9.6% | +10.0% |
| All | +9.4% | +19.9% | -10.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling