-80.5%
TE vs EIX
+9.0%
-89.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -19.1% | +1.4% | -20.4% | -19.3% |
| 30D | -34.1% | +8.5% | -42.7% | -35.2% |
| 3M | -60.1% | -13.5% | -46.7% | -59.3% |
| 6M | -66.0% | -12.4% | -53.6% | -65.6% |
| YTD | -71.4% | +5.9% | -77.3% | -72.6% |
| 1Y | -45.3% | +7.6% | -52.9% | -47.8% |
| 3Y | +9.1% | +12.8% | -3.6% | +3.4% |
| 5Y | -82.6% | +19.2% | -101.8% | -83.5% |
| All | -80.5% | +9.0% | -89.6% | -81.3% |
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