+16.3%
EIX vs TXG
+7.8%
+8.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +8.5% | -20.4% | +28.9% | +9.9% |
| 3M | -13.5% | +0.1% | -13.5% | -14.3% |
| 6M | -12.4% | +176.2% | -188.5% | -20.0% |
| YTD | +5.9% | +256.8% | -250.9% | -6.0% |
| 1Y | +7.6% | +255.9% | -248.3% | -4.6% |
| 3Y | +12.8% | +60.2% | -47.4% | +3.0% |
| 5Y | +19.2% | -65.1% | +84.3% | +18.9% |
| All | +16.3% | +7.8% | +8.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling