+295.2%
TEL vs EIX
+21.5%
+273.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -6.1% | -18.8% | +12.7% | -1.8% |
| 3M | +1.7% | -19.7% | +21.4% | +6.3% |
| 6M | +1.6% | -18.2% | +19.8% | +5.5% |
| YTD | -9.1% | -1.7% | -7.3% | -11.5% |
| 1Y | -1.7% | +7.8% | -9.4% | -7.5% |
| 3Y | +67.3% | -5.6% | +72.9% | +60.2% |
| 5Y | +52.1% | +23.7% | +28.4% | +30.4% |
| All | +295.2% | +21.5% | +273.7% | +224.1% |
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