+73.5%
TFC vs EIX
+34.9%
+38.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +8.6% | +8.1% | +0.5% | +5.3% |
| 3M | -4.3% | -12.1% | +7.8% | -1.5% |
| 6M | +5.4% | -13.4% | +18.9% | +8.9% |
| YTD | +4.5% | +5.6% | -1.1% | -2.1% |
| 1Y | +14.0% | +7.8% | +6.2% | +5.6% |
| 3Y | +93.4% | +9.8% | +83.5% | +72.5% |
| 5Y | +0.5% | +18.8% | -18.4% | -15.3% |
| All | +73.5% | +34.9% | +38.7% | +41.2% |
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