+36.0%
TSM vs EIX
+18.9%
+17.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.2% |
| 7D | -10.0% | +4.5% | -14.5% | -10.0% |
| 30D | -18.5% | +15.2% | -33.7% | -18.6% |
| 3M | -4.9% | -11.6% | +6.7% | -4.9% |
| 6M | -1.0% | -8.4% | +7.4% | -1.5% |
| YTD | +31.3% | +8.2% | +23.1% | +34.5% |
| 1Y | +36.0% | +16.6% | +19.4% | +41.6% |
| All | +36.0% | +18.9% | +17.1% | +41.6% |
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 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