+328.6%
TMO vs EIX
+19.9%
+308.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -0.6% | -1.4% | +0.7% | -0.4% |
| 30D | +1.1% | -19.3% | +20.4% | +4.8% |
| 3M | +28.3% | -21.7% | +50.0% | +33.7% |
| 6M | +23.3% | -19.8% | +43.1% | +27.3% |
| YTD | +5.5% | -3.0% | +8.5% | +3.6% |
| 1Y | +24.5% | +5.1% | +19.5% | +19.9% |
| 3Y | +19.6% | -7.0% | +26.5% | +16.5% |
| 5Y | +8.1% | +22.0% | -13.9% | -1.7% |
| All | +328.6% | +19.9% | +308.8% | +271.0% |
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 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