+400.7%
TXN vs EIX
+21.5%
+379.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.0% | +0.8% | +1.2% | +1.7% |
| 30D | -8.0% | -18.8% | +10.8% | -4.2% |
| 3M | -7.8% | -19.7% | +11.9% | -4.0% |
| 6M | +32.4% | -18.2% | +50.7% | +37.0% |
| YTD | +51.7% | -1.7% | +53.4% | +48.4% |
| 1Y | +44.3% | +7.8% | +36.5% | +37.1% |
| 3Y | +71.3% | -5.6% | +76.9% | +65.4% |
| 5Y | +56.4% | +23.7% | +32.7% | +37.9% |
| All | +400.7% | +21.5% | +379.2% | +316.6% |
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