+10.2%
EIX vs TMF
-30.8%
+41.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.8% |
| 7D | +1.0% | -1.1% | +2.0% | +1.2% |
| 30D | +8.9% | +11.8% | -3.0% | +6.6% |
| 3M | -9.8% | -4.0% | -5.7% | -9.2% |
| 6M | -10.2% | -16.5% | +6.3% | -7.6% |
| YTD | +5.9% | -19.9% | +25.8% | +9.7% |
| 1Y | +10.9% | -25.6% | +36.5% | +16.1% |
| 3Y | +10.2% | -29.9% | +40.1% | +12.6% |
| All | +10.2% | -30.8% | +41.0% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling