+1,259.9%
TSEM vs EIX
+21.5%
+1,238.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.7% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -16.6% | -18.8% | +2.2% | -13.7% |
| 3M | -10.9% | -19.7% | +8.8% | -7.9% |
| 6M | +78.0% | -18.2% | +96.3% | +83.0% |
| YTD | +77.2% | -1.7% | +78.9% | +73.5% |
| 1Y | +207.6% | +7.8% | +199.8% | +193.3% |
| 3Y | +637.8% | -5.6% | +643.5% | +614.3% |
| 5Y | +617.0% | +23.7% | +593.3% | +532.9% |
| All | +1,259.9% | +21.5% | +1,238.5% | +1,041.2% |
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 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