-20.1%
TNA vs EIX
+24.2%
-44.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -1.0% | -1.8% |
| 7D | -3.6% | +4.1% | -7.7% | -6.6% |
| 30D | -10.1% | -15.3% | +5.3% | -3.7% |
| 3M | +2.7% | -18.4% | +21.1% | +12.5% |
| 6M | +38.4% | -16.8% | +55.2% | +47.4% |
| YTD | +45.4% | -0.6% | +46.0% | +27.7% |
| 1Y | +55.9% | +10.7% | +45.3% | +21.8% |
| 3Y | +109.8% | -4.5% | +114.3% | +83.2% |
| All | -20.1% | +24.2% | -44.3% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling