+1,707.0%
TSM vs EIX
+34.7%
+1,672.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.3% |
| 7D | +4.4% | -2.5% | +7.0% | +4.9% |
| 30D | -7.0% | +7.7% | -14.7% | -8.1% |
| 3M | -1.8% | -12.9% | +11.1% | -0.4% |
| 6M | +2.7% | -12.7% | +15.4% | +3.8% |
| YTD | +37.1% | +5.5% | +31.6% | +33.6% |
| 1Y | +43.5% | +9.4% | +34.1% | +38.8% |
| 3Y | +341.5% | +9.7% | +331.8% | +317.6% |
| 5Y | +278.9% | +16.9% | +261.9% | +250.3% |
| All | +1,707.0% | +34.7% | +1,672.3% | +1,497.5% |
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