+8,094.7%
TMO vs EIX
+1,137.3%
+6,957.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +1.5% | -13.5% | +15.1% | +3.4% |
| 3M | +28.5% | -15.3% | +43.8% | +31.3% |
| 6M | +20.4% | -15.3% | +35.7% | +22.7% |
| YTD | +4.3% | +2.7% | +1.6% | +2.1% |
| 1Y | +24.1% | +17.4% | +6.7% | +18.2% |
| 3Y | +17.5% | -1.3% | +18.8% | +14.4% |
| 5Y | +6.8% | +27.2% | -20.4% | -1.3% |
| 10Y | +311.9% | +22.7% | +289.1% | +269.9% |
| All | +8,094.7% | +1,137.3% | +6,957.4% | +4,823.6% |
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 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