+24.1%
EIX vs TW
+221.1%
-197.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -19.1% | -2.3% | -16.8% | -18.6% |
| 30D | -16.9% | +3.9% | -20.8% | -17.5% |
| 3M | -20.0% | +5.7% | -25.7% | -21.3% |
| 6M | -21.3% | -14.5% | -6.8% | -18.9% |
| YTD | -1.7% | -0.9% | -0.8% | -2.5% |
| 1Y | +9.6% | -13.5% | +23.1% | +12.2% |
| 3Y | -3.7% | +25.0% | -28.7% | -10.9% |
| 5Y | +22.6% | +22.7% | -0.1% | +11.5% |
| All | +24.1% | +221.1% | -197.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling