+18.3%
TMO vs EIX
-5.9%
+24.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | -0.3% | -18.8% | +18.5% | +2.1% |
| 3M | +25.3% | -19.7% | +44.9% | +28.3% |
| 6M | +20.9% | -18.2% | +39.1% | +23.1% |
| YTD | +4.3% | -1.7% | +6.0% | +1.6% |
| 1Y | +27.0% | +7.8% | +19.3% | +21.0% |
| All | +18.3% | -5.9% | +24.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling