+319.0%
EIX vs TMF
-69.1%
+388.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | +2.5% | +2.7% | -0.2% | +2.6% |
| 30D | +14.1% | +19.3% | -5.3% | +14.5% |
| 3M | -9.4% | -3.7% | -5.8% | -9.5% |
| 6M | -9.1% | -11.3% | +2.2% | -9.3% |
| YTD | +7.1% | -16.6% | +23.7% | +6.7% |
| 1Y | +13.3% | -21.1% | +34.4% | +12.6% |
| 3Y | +10.9% | -26.8% | +37.7% | +10.6% |
| 5Y | +21.0% | -88.0% | +109.0% | +8.5% |
| 10Y | +33.6% | -84.7% | +118.3% | +23.0% |
| All | +319.0% | -69.1% | +388.1% | +363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling