+2,577.1%
TFC vs EIX
+1,158.5%
+1,418.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | +8.3% | +9.1% | -0.8% | +5.9% |
| 3M | -5.2% | -10.2% | +5.1% | -3.8% |
| 6M | -0.8% | -11.2% | +10.5% | +0.7% |
| YTD | +3.4% | +4.5% | -1.0% | +0.1% |
| 1Y | +17.0% | +10.9% | +6.1% | +11.3% |
| 3Y | +86.2% | +8.4% | +77.7% | +76.1% |
| 5Y | -2.3% | +18.0% | -20.3% | -10.1% |
| 10Y | +93.9% | +30.3% | +63.6% | +70.8% |
| All | +2,577.1% | +1,158.5% | +1,418.6% | +1,513.2% |
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 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