+330.4%
TSM vs EIX
+10.6%
+319.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +6.2% | +1.4% | +4.8% | +6.1% |
| 30D | -7.3% | +8.5% | -15.8% | -7.8% |
| 3M | -7.1% | -13.5% | +6.3% | -6.5% |
| 6M | +0.2% | -12.4% | +12.6% | +0.6% |
| YTD | +32.2% | +5.9% | +26.3% | +30.0% |
| 1Y | +42.8% | +7.6% | +35.2% | +40.1% |
| 3Y | +330.4% | +12.8% | +317.6% | +294.1% |
| All | +330.4% | +10.6% | +319.8% | +294.1% |
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 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