+24.0%
EIX vs TXG
-63.6%
+87.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.3% |
| 7D | +4.1% | +9.1% | -5.1% | +3.5% |
| 30D | -15.3% | +14.9% | -30.2% | -16.1% |
| 3M | -18.4% | +120.0% | -138.4% | -22.8% |
| 6M | -16.8% | +221.8% | -238.6% | -23.5% |
| YTD | -0.6% | +312.6% | -313.1% | -10.4% |
| 1Y | +10.7% | +398.4% | -387.8% | -2.2% |
| 3Y | -4.5% | +42.1% | -46.6% | -10.3% |
| 5Y | +24.0% | -63.5% | +87.5% | +12.3% |
| All | +24.0% | -63.6% | +87.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling