+66.7%
TEL vs EIX
-4.8%
+71.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.6% |
| 30D | -4.1% | -15.3% | +11.2% | -2.9% |
| 3M | -2.6% | -18.4% | +15.9% | -1.0% |
| 6M | 0.0% | -16.8% | +16.8% | +1.2% |
| YTD | -9.1% | -0.6% | -8.5% | -11.3% |
| 1Y | -0.8% | +10.7% | -11.5% | -5.5% |
| All | +66.7% | -4.8% | +71.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling