+308.6%
EIX vs TMF
-69.2%
+377.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | +9.1% | +19.7% | -10.6% | +9.6% |
| 3M | -10.2% | -2.1% | -8.1% | -10.3% |
| 6M | -11.2% | -13.4% | +2.2% | -11.5% |
| YTD | +4.5% | -16.7% | +21.2% | +4.0% |
| 1Y | +10.9% | -23.3% | +34.2% | +10.2% |
| 3Y | +8.4% | -24.8% | +33.2% | +8.3% |
| 5Y | +18.0% | -88.0% | +106.0% | +5.8% |
| 10Y | +30.3% | -84.7% | +115.0% | +20.0% |
| All | +308.6% | -69.2% | +377.8% | +351.9% |
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