+16.0%
EIX vs TXG
+9.4%
+6.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.4% |
| 7D | -1.5% | +1.8% | -3.3% | -1.6% |
| 30D | +8.1% | -17.7% | +25.8% | +9.2% |
| 3M | -12.1% | +2.3% | -14.5% | -13.1% |
| 6M | -13.4% | +182.5% | -195.9% | -21.1% |
| YTD | +5.6% | +262.4% | -256.8% | -6.4% |
| 1Y | +7.8% | +254.1% | -246.3% | -4.4% |
| 3Y | +9.8% | +66.6% | -56.7% | 0.0% |
| 5Y | +18.8% | -64.5% | +83.4% | +18.4% |
| All | +16.0% | +9.4% | +6.5% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling