+537.0%
TDG vs EIX
+19.9%
+517.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | -7.7% | -19.3% | +11.6% | -2.2% |
| 3M | -9.3% | -21.7% | +12.3% | -3.2% |
| 6M | -9.4% | -19.8% | +10.4% | -4.4% |
| YTD | -14.3% | -3.0% | -11.2% | -16.7% |
| 1Y | -11.8% | +5.1% | -16.9% | -17.5% |
| 3Y | +52.0% | -7.0% | +58.9% | +44.0% |
| 5Y | +128.8% | +22.0% | +106.8% | +87.1% |
| All | +537.0% | +19.9% | +517.1% | +397.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling