-20.7%
TLT vs EIX
+23.2%
-43.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | -0.3% | -13.5% | +13.2% | -0.2% |
| 3M | -1.7% | -15.3% | +13.5% | -1.6% |
| 6M | -4.9% | -15.3% | +10.4% | -4.8% |
| YTD | -2.8% | +2.7% | -5.5% | -2.7% |
| 1Y | -4.2% | +17.4% | -21.7% | -4.2% |
| 3Y | -1.1% | -1.3% | +0.2% | -1.0% |
| 5Y | -33.7% | +27.2% | -60.9% | -32.7% |
| 10Y | -20.7% | +22.7% | -43.4% | -19.8% |
| All | -20.7% | +23.2% | -43.9% | -19.8% |
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 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