+4.6%
TSLA vs EIX
+7.5%
-2.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -5.8% |
| 7D | +1.5% | -19.1% | +20.6% | -0.3% |
| 30D | +10.1% | -16.9% | +27.0% | +7.7% |
| 3M | -15.4% | -20.0% | +4.6% | -17.3% |
| 6M | -12.8% | -21.3% | +8.5% | -15.0% |
| YTD | -21.3% | -1.7% | -19.6% | -25.1% |
| 1Y | +4.6% | +9.6% | -5.0% | -3.9% |
| All | +4.6% | +7.5% | -2.9% | -3.9% |
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