+34.3%
EIX vs TMF
-81.8%
+116.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -3.4% | +0.8% | -2.5% |
| 30D | +7.7% | +11.5% | -3.8% | +7.6% |
| 3M | -12.9% | -4.5% | -8.3% | -12.8% |
| 6M | -12.7% | -15.0% | +2.3% | -12.6% |
| YTD | +5.5% | -19.9% | +25.3% | +5.6% |
| 1Y | +9.4% | -26.6% | +35.9% | +9.5% |
| 3Y | +9.7% | -29.8% | +39.5% | +10.2% |
| 5Y | +16.9% | -88.2% | +105.1% | +3.7% |
| 10Y | +34.3% | -81.4% | +115.7% | +9.4% |
| All | +34.3% | -81.8% | +116.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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