-1.3%
EIX vs TW
+21.9%
-23.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.0% | +7.5% | +4.9% |
| 7D | +0.9% | -3.5% | +4.4% | +1.4% |
| 30D | -13.5% | +0.5% | -14.0% | -13.5% |
| 3M | -15.3% | +4.9% | -20.2% | -16.0% |
| 6M | -15.3% | -17.1% | +1.8% | -12.8% |
| YTD | +2.7% | -3.9% | +6.6% | +2.5% |
| 1Y | +17.4% | -13.3% | +30.7% | +19.7% |
| 3Y | -1.3% | +20.9% | -22.2% | -2.5% |
| All | -1.3% | +21.9% | -23.2% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling