+1,502.2%
TSM vs EIX
+30.9%
+1,471.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -14.3% | +8.8% | -23.0% | -15.5% |
| 3M | -7.2% | -10.9% | +3.7% | -6.3% |
| 6M | -5.1% | -10.3% | +5.2% | -4.6% |
| YTD | +28.9% | +5.8% | +23.0% | +25.5% |
| 1Y | +37.1% | +11.4% | +25.7% | +32.1% |
| 3Y | +341.5% | +11.1% | +330.4% | +316.5% |
| 5Y | +245.7% | +18.5% | +227.2% | +218.7% |
| 10Y | +1,502.2% | +32.2% | +1,470.0% | +1,280.1% |
| All | +1,502.2% | +30.9% | +1,471.3% | +1,280.1% |
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