+59.9%
TXN vs EIX
+24.3%
+35.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | +2.7% | +4.1% | -1.4% | +1.7% |
| 30D | -6.7% | -15.3% | +8.6% | -4.4% |
| 3M | -8.9% | -18.4% | +9.5% | -6.0% |
| 6M | +34.7% | -16.8% | +51.5% | +38.1% |
| YTD | +53.3% | -0.6% | +53.9% | +48.7% |
| 1Y | +45.0% | +10.7% | +34.4% | +35.9% |
| 3Y | +73.1% | -4.5% | +77.6% | +63.7% |
| 5Y | +59.9% | +24.0% | +35.9% | +38.2% |
| All | +59.9% | +24.3% | +35.6% | +38.2% |
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