-1.3%
EIX vs TXG
+31.6%
-33.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +4.3% |
| 7D | +0.9% | +9.4% | -8.5% | +0.4% |
| 30D | -13.5% | +26.1% | -39.6% | -14.8% |
| 3M | -15.3% | +124.8% | -140.1% | -19.4% |
| 6M | -15.3% | +215.2% | -230.6% | -21.4% |
| YTD | +2.7% | +302.2% | -299.5% | -6.6% |
| 1Y | +17.4% | +370.9% | -353.5% | +5.0% |
| 3Y | -1.3% | +38.5% | -39.8% | -4.2% |
| All | -1.3% | +31.6% | -33.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling