+1,757.2%
TSM vs EIX
+21.5%
+1,735.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +1.4% | -18.8% | +20.2% | +4.2% |
| 3M | +5.0% | -19.7% | +24.6% | +7.8% |
| 6M | +24.0% | -18.2% | +42.2% | +26.7% |
| YTD | +41.6% | -1.7% | +43.3% | +39.7% |
| 1Y | +66.2% | +7.8% | +58.4% | +60.7% |
| 3Y | +398.2% | -5.6% | +403.8% | +384.4% |
| 5Y | +277.6% | +23.7% | +253.9% | +244.1% |
| All | +1,757.2% | +21.5% | +1,735.7% | +1,509.5% |
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