-19.7%
TSCO vs EIX
-7.1%
-12.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -5.7% | -1.4% | -4.3% | -5.4% |
| 30D | -8.8% | -19.3% | +10.5% | -6.2% |
| 3M | +6.3% | -21.7% | +28.0% | +9.6% |
| 6M | -32.3% | -19.8% | -12.4% | -30.7% |
| YTD | -32.7% | -3.0% | -29.7% | -34.6% |
| 1Y | -43.7% | +5.1% | -48.8% | -46.4% |
| 3Y | -19.7% | -7.0% | -12.7% | -27.6% |
| All | -19.7% | -7.1% | -12.5% | -27.6% |
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 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