+12,981.4%
TDG vs EIX
+187.8%
+12,793.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -3.3% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | -6.5% | -13.5% | +7.0% | -3.1% |
| 3M | -5.1% | -15.3% | +10.2% | -1.2% |
| 6M | -11.5% | -15.3% | +3.8% | -8.1% |
| YTD | -13.9% | +2.7% | -16.6% | -18.2% |
| 1Y | -11.5% | +17.4% | -28.9% | -21.1% |
| 3Y | +53.7% | -1.3% | +55.0% | +42.1% |
| 5Y | +135.5% | +27.2% | +108.3% | +90.2% |
| 10Y | +535.2% | +22.7% | +512.4% | +397.0% |
| All | +12,981.4% | +187.8% | +12,793.6% | +6,142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling