+60.5%
TEM vs EIX
-12.8%
+73.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +0.9% | -19.1% | +20.0% | +6.3% |
| 30D | +38.4% | -16.9% | +55.3% | +43.7% |
| 3M | +23.7% | -20.0% | +43.7% | +29.1% |
| 6M | +26.0% | -21.3% | +47.3% | +31.6% |
| YTD | +9.4% | -1.7% | +11.1% | +0.5% |
| 1Y | -17.3% | +9.6% | -26.8% | -29.5% |
| All | +60.5% | -12.8% | +73.3% | +65.6% |
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 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