+18.0%
EIX vs TKO
+989.7%
-971.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | -19.3% | -2.5% | -16.8% | -19.1% |
| 3M | -21.7% | -10.6% | -11.1% | -20.7% |
| 6M | -19.8% | -5.1% | -14.8% | -19.5% |
| YTD | -3.0% | -8.2% | +5.2% | -2.5% |
| 1Y | +5.1% | -4.4% | +9.5% | +5.0% |
| 3Y | -7.0% | +100.4% | -107.3% | -16.2% |
| 5Y | +22.0% | +294.3% | -272.3% | -0.8% |
| All | +18.0% | +989.7% | -971.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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