+236.4%
TSM vs EIX
+18.0%
+218.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.6% |
| 7D | -7.6% | +1.0% | -8.5% | -7.7% |
| 30D | -20.5% | +9.1% | -29.6% | -21.4% |
| 3M | -10.0% | -10.2% | +0.3% | -9.4% |
| 6M | -10.1% | -11.2% | +1.2% | -9.7% |
| YTD | +24.5% | +4.5% | +20.0% | +21.4% |
| 1Y | +31.2% | +10.9% | +20.3% | +26.4% |
| 3Y | +322.0% | +8.4% | +313.6% | +290.6% |
| All | +236.4% | +18.0% | +218.4% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling