+9.4%
EIX vs TMF
-26.6%
+36.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -3.4% | +0.8% | -1.7% |
| 30D | +7.7% | +11.5% | -3.8% | +4.5% |
| 3M | -12.9% | -4.5% | -8.3% | -11.7% |
| 6M | -12.7% | -15.0% | +2.3% | -9.3% |
| YTD | +5.5% | -19.9% | +25.3% | +11.1% |
| 1Y | +9.4% | -26.6% | +35.9% | +18.1% |
| All | +9.4% | -26.6% | +36.0% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling