+386.1%
EIX vs TKO
+1,366.4%
-980.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -19.1% | +0.7% | -19.8% | -19.2% |
| 30D | -16.9% | +1.6% | -18.5% | -17.1% |
| 3M | -20.0% | -7.8% | -12.2% | -19.3% |
| 6M | -21.3% | -13.3% | -8.0% | -20.1% |
| YTD | -1.7% | -10.3% | +8.6% | -0.8% |
| 1Y | +9.6% | -0.6% | +10.2% | +8.9% |
| 3Y | -3.7% | +88.5% | -92.2% | -13.1% |
| 5Y | +22.6% | +284.7% | -262.1% | -0.6% |
| 10Y | +17.7% | +905.7% | -888.0% | -19.8% |
| All | +386.1% | +1,366.4% | -980.3% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling