-7.4%
TEL vs EIX
+8.9%
-16.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +4.5% | +1.4% | +3.1% | +4.4% |
| 30D | +2.9% | +8.5% | -5.7% | +2.6% |
| 3M | +1.1% | -13.5% | +14.6% | +0.8% |
| 6M | +5.0% | -12.4% | +17.3% | +3.7% |
| YTD | -3.9% | +5.9% | -9.8% | -5.3% |
| 1Y | -7.4% | +7.6% | -15.0% | -8.5% |
| All | -7.4% | +8.9% | -16.3% | -8.5% |
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