+21.3%
TFC vs EIX
+18.9%
+2.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +2.7% |
| 7D | +5.1% | +4.5% | +0.6% | +4.7% |
| 30D | +9.8% | +15.2% | -5.4% | +8.6% |
| 3M | -2.4% | -11.6% | +9.2% | -1.4% |
| 6M | +4.9% | -8.4% | +13.3% | +5.7% |
| YTD | +6.6% | +8.2% | -1.6% | +4.0% |
| 1Y | +21.3% | +16.6% | +4.7% | +16.1% |
| All | +21.3% | +18.9% | +2.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling