+8.4%
EIX vs TYL
+2.6%
+5.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.3% |
| 7D | +1.0% | +6.7% | -5.7% | +0.5% |
| 30D | +9.1% | +26.5% | -17.4% | +7.1% |
| 3M | -10.2% | +37.3% | -47.5% | -12.4% |
| 6M | -11.2% | +31.2% | -42.4% | -13.2% |
| YTD | +4.5% | -7.4% | +11.8% | +6.5% |
| 1Y | +10.9% | -9.6% | +20.4% | +13.5% |
| 3Y | +8.4% | +1.9% | +6.5% | +7.4% |
| All | +8.4% | +2.6% | +5.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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