+25.2%
EIX vs TKO
+306.5%
-281.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.9% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | -15.3% | +0.9% | -16.2% | -15.4% |
| 3M | -18.4% | -6.2% | -12.3% | -18.0% |
| 6M | -16.8% | -5.6% | -11.2% | -16.5% |
| YTD | -0.6% | -7.8% | +7.3% | -0.1% |
| 1Y | +10.7% | -1.2% | +11.9% | +10.1% |
| 3Y | -4.5% | +106.5% | -111.0% | -12.2% |
| All | +25.2% | +306.5% | -281.4% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling