+1,131.2%
EIX vs TXT
+2,193.3%
-1,062.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.0% |
| 7D | +1.0% | -2.5% | +3.5% | +1.5% |
| 30D | +9.1% | +14.4% | -5.3% | +5.8% |
| 3M | -10.2% | -4.9% | -5.3% | -9.3% |
| 6M | -11.2% | -10.2% | -1.0% | -9.5% |
| YTD | +4.5% | -4.1% | +8.6% | +4.8% |
| 1Y | +10.9% | +4.0% | +6.9% | +9.3% |
| 3Y | +8.4% | +8.0% | +0.5% | +4.8% |
| 5Y | +18.0% | +8.4% | +9.5% | +12.6% |
| 10Y | +30.3% | +116.6% | -86.3% | +2.1% |
| All | +1,131.2% | +2,193.3% | -1,062.1% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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