-53.1%
TE vs EIX
-0.2%
-52.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | -5.9% | -19.3% | +13.4% | -2.6% |
| 3M | -45.6% | -21.7% | -23.9% | -43.7% |
| 6M | -43.4% | -19.8% | -23.5% | -41.9% |
| YTD | -31.0% | -3.0% | -27.9% | -32.6% |
| 1Y | +145.2% | +5.1% | +140.1% | +134.7% |
| 3Y | -24.1% | -7.0% | -17.1% | -25.5% |
| 5Y | -48.1% | +22.0% | -70.2% | -49.9% |
| All | -53.1% | -0.2% | -52.9% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling