+52.2%
TEM vs EIX
-11.7%
+64.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -3.7% |
| 7D | -1.1% | +4.1% | -5.1% | -2.2% |
| 30D | +11.3% | -15.3% | +26.6% | +14.8% |
| 3M | +25.5% | -18.4% | +44.0% | +30.6% |
| 6M | +17.1% | -16.8% | +34.0% | +19.4% |
| YTD | +3.8% | -0.6% | +4.3% | -5.0% |
| 1Y | -24.4% | +10.7% | -35.0% | -35.6% |
| All | +52.2% | -11.7% | +64.0% | +56.5% |
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 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