+397.0%
TSM vs EIX
-3.4%
+400.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.8% |
| 7D | +2.7% | -19.1% | +21.8% | +4.2% |
| 30D | +3.6% | -16.9% | +20.5% | +4.7% |
| 3M | -3.4% | -20.0% | +16.6% | -2.2% |
| 6M | +20.6% | -21.3% | +41.9% | +22.3% |
| YTD | +41.9% | -1.7% | +43.6% | +40.1% |
| 1Y | +84.4% | +9.6% | +74.8% | +79.1% |
| All | +397.0% | -3.4% | +400.4% | +349.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling