-12.2%
TLT vs EIX
+34.9%
-47.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.7% |
| 30D | +2.2% | +8.1% | -6.0% | +2.1% |
| 3M | -1.7% | -12.1% | +10.4% | -1.7% |
| 6M | -4.0% | -13.4% | +9.5% | -3.9% |
| YTD | -4.9% | +5.6% | -10.5% | -4.9% |
| 1Y | -7.4% | +7.8% | -15.2% | -7.3% |
| 3Y | +3.0% | +9.8% | -6.8% | +3.4% |
| 5Y | -35.1% | +18.8% | -53.9% | -34.4% |
| All | -12.2% | +34.9% | -47.1% | -13.6% |
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