-40.9%
TSCO vs EIX
+7.5%
-48.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +0.8% | -19.1% | +19.9% | +2.0% |
| 30D | +5.5% | -16.9% | +22.4% | +6.2% |
| 3M | +20.0% | -20.0% | +40.0% | +20.2% |
| 6M | -29.8% | -21.3% | -8.5% | -29.4% |
| YTD | -28.7% | -1.7% | -27.0% | -34.0% |
| 1Y | -40.9% | +9.6% | -50.5% | -47.2% |
| All | -40.9% | +7.5% | -48.4% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling