-44.4%
TOST vs EIX
+33.1%
-77.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +4.0% | +0.7% | +3.3% | +3.8% |
| 30D | +11.1% | +8.8% | +2.3% | +8.0% |
| 3M | +0.8% | -10.9% | +11.8% | +3.2% |
| 6M | +38.8% | -10.3% | +49.1% | +40.5% |
| YTD | -2.1% | +5.8% | -7.9% | -10.1% |
| 1Y | -6.0% | +11.4% | -17.4% | -16.0% |
| 3Y | +149.8% | +11.1% | +138.7% | +115.9% |
| 5Y | -42.8% | +18.5% | -61.2% | -54.1% |
| All | -44.4% | +33.1% | -77.5% | -58.1% |
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 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