+2,700.2%
TFC vs EIX
+1,083.9%
+1,616.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +2.4% | -19.1% | +21.5% | +7.2% |
| 30D | -1.3% | -16.9% | +15.6% | +2.4% |
| 3M | +6.1% | -20.0% | +26.1% | +11.0% |
| 6M | +7.3% | -21.3% | +28.7% | +12.7% |
| YTD | +8.2% | -1.7% | +9.9% | +6.6% |
| 1Y | +14.4% | +9.6% | +4.9% | +9.2% |
| 3Y | +93.7% | -3.7% | +97.4% | +89.5% |
| 5Y | +16.4% | +22.6% | -6.2% | +6.1% |
| 10Y | +101.6% | +17.7% | +83.9% | +82.2% |
| All | +2,700.2% | +1,083.9% | +1,616.2% | +1,617.8% |
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