+100.1%
TEM vs EIX
-6.0%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +3.5% | +1.0% | +2.5% | +3.2% |
| 30D | +13.5% | +8.9% | +4.7% | +10.9% |
| 3M | +46.3% | -9.8% | +56.1% | +48.1% |
| 6M | +61.5% | -10.2% | +71.7% | +61.6% |
| YTD | +36.4% | +5.9% | +30.4% | +22.6% |
| 1Y | +12.2% | +10.9% | +1.3% | -2.1% |
| All | +100.1% | -6.0% | +106.1% | +102.0% |
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