+8.0%
EIX vs TXG
+16.0%
-8.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -19.1% | +1.8% | -20.9% | -19.3% |
| 30D | -16.9% | +32.0% | -48.9% | -18.8% |
| 3M | -20.0% | +87.0% | -107.0% | -24.1% |
| 6M | -21.3% | +180.1% | -201.4% | -27.9% |
| YTD | -1.7% | +284.1% | -285.8% | -12.6% |
| 1Y | +9.6% | +361.7% | -352.1% | -4.6% |
| 3Y | -3.7% | +15.9% | -19.6% | -8.9% |
| 5Y | +22.6% | -66.2% | +88.8% | +23.6% |
| All | +8.0% | +16.0% | -8.0% | -19.5% |
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