+131.3%
TLT vs EIX
+977.7%
-846.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | +6.2% | +9.1% | -2.9% | +6.5% |
| 3M | +0.1% | -10.2% | +10.3% | -0.2% |
| 6M | -3.0% | -11.2% | +8.3% | -3.2% |
| YTD | -2.7% | +4.5% | -7.2% | -2.2% |
| 1Y | -4.8% | +10.9% | -15.7% | -4.1% |
| 3Y | +6.9% | +8.4% | -1.5% | +8.1% |
| 5Y | -34.5% | +18.0% | -52.4% | -33.1% |
| 10Y | -17.3% | +30.3% | -47.6% | -13.3% |
| All | +131.3% | +977.7% | -846.4% | +182.0% |
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