+284.4%
EIX vs TMF
-68.9%
+353.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -19.1% | -1.4% | -17.7% | -19.1% |
| 30D | -16.9% | -2.8% | -14.1% | -17.0% |
| 3M | -20.0% | -10.9% | -9.1% | -20.2% |
| 6M | -21.3% | -21.3% | 0.0% | -21.8% |
| YTD | -1.7% | -15.9% | +14.2% | -2.1% |
| 1Y | +9.6% | -15.7% | +25.3% | +9.2% |
| 3Y | -3.7% | -43.4% | +39.7% | -5.1% |
| 5Y | +22.6% | -87.8% | +110.4% | +10.2% |
| 10Y | +17.7% | -86.7% | +104.4% | +7.3% |
| All | +284.4% | -68.9% | +353.2% | +325.2% |
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