-12.5%
TLT vs EIX
+30.9%
-43.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +5.1% | +8.8% | -3.6% | +5.1% |
| 3M | -0.2% | -10.9% | +10.7% | -0.2% |
| 6M | -2.9% | -10.3% | +7.4% | -2.9% |
| YTD | -2.7% | +5.8% | -8.5% | -2.6% |
| 1Y | -4.6% | +11.4% | -16.0% | -4.5% |
| 3Y | +6.1% | +11.1% | -5.0% | +6.5% |
| 5Y | -35.1% | +18.5% | -53.6% | -34.5% |
| 10Y | -12.5% | +32.2% | -44.7% | -13.4% |
| All | -12.5% | +30.9% | -43.4% | -13.4% |
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