+1.1%
TEL vs EIX
+7.5%
-6.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | +3.0% | -19.1% | +22.1% | +3.5% |
| 30D | -3.9% | -16.9% | +13.0% | -4.1% |
| 3M | -5.1% | -20.0% | +14.9% | -5.3% |
| 6M | +0.6% | -21.3% | +21.9% | +0.3% |
| YTD | -7.3% | -1.7% | -5.6% | -9.5% |
| 1Y | +1.1% | +9.6% | -8.4% | -3.8% |
| All | +1.1% | +7.5% | -6.4% | -3.8% |
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