+683.8%
TEL vs EIX
+109.4%
+574.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +3.0% | -19.1% | +22.1% | +10.4% |
| 30D | -3.9% | -16.9% | +13.0% | +1.4% |
| 3M | -5.1% | -20.0% | +14.9% | +1.3% |
| 6M | +0.6% | -21.3% | +21.9% | +8.0% |
| YTD | -7.3% | -1.7% | -5.6% | -10.5% |
| 1Y | +1.1% | +9.6% | -8.4% | -7.7% |
| 3Y | +63.7% | -3.7% | +67.4% | +52.3% |
| 5Y | +50.7% | +22.6% | +28.0% | +21.8% |
| 10Y | +290.2% | +17.7% | +272.5% | +191.6% |
| All | +683.8% | +109.4% | +574.4% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling