+13,634.3%
TSM vs EIX
+471.6%
+13,162.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.7% |
| 7D | +2.7% | -19.1% | +21.8% | +6.8% |
| 30D | +3.6% | -16.9% | +20.5% | +6.9% |
| 3M | -3.4% | -20.0% | +16.6% | +0.3% |
| 6M | +20.6% | -21.3% | +41.9% | +25.5% |
| YTD | +41.9% | -1.7% | +43.6% | +39.8% |
| 1Y | +84.4% | +9.6% | +74.8% | +76.5% |
| 3Y | +380.2% | -3.7% | +383.9% | +364.7% |
| 5Y | +275.3% | +22.6% | +252.7% | +238.4% |
| 10Y | +1,751.4% | +17.7% | +1,733.7% | +1,503.2% |
| All | +13,634.3% | +471.6% | +13,162.7% | +7,679.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling