+76.5%
TNA vs EIX
+19.9%
+56.7%
-88.1%
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% | +2.2% |
| 7D | -7.3% | -1.4% | -5.9% | -6.3% |
| 30D | -14.2% | -19.3% | +5.1% | -2.8% |
| 3M | -4.6% | -21.7% | +17.1% | +9.8% |
| 6M | +36.9% | -19.8% | +56.8% | +52.8% |
| YTD | +42.5% | -3.0% | +45.6% | +29.6% |
| 1Y | +45.8% | +5.1% | +40.7% | +21.4% |
| 3Y | +104.7% | -7.0% | +111.6% | +88.8% |
| 5Y | -21.7% | +22.0% | -43.7% | -44.1% |
| All | +76.5% | +19.9% | +56.7% | +39.8% |
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