+162.6%
TE vs EIX
+11.1%
+151.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.9% |
| 7D | +15.0% | +4.1% | +10.9% | +15.1% |
| 30D | -7.5% | -15.3% | +7.8% | -6.1% |
| 3M | -42.0% | -18.4% | -23.5% | -41.9% |
| 6M | -31.4% | -16.8% | -14.6% | -31.9% |
| YTD | -26.5% | -0.6% | -25.9% | -32.2% |
| All | +162.6% | +11.1% | +151.5% | +127.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling