+103.2%
TOST vs EIX
+8.4%
+94.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +9.4% | +1.0% | +8.5% | +9.2% |
| 30D | +13.5% | +9.1% | +4.4% | +11.1% |
| 3M | -0.1% | -10.2% | +10.1% | +1.4% |
| 6M | +22.5% | -11.2% | +33.7% | +23.9% |
| YTD | -2.4% | +4.5% | -6.8% | -9.5% |
| 1Y | -4.7% | +10.9% | -15.6% | -14.1% |
| 3Y | +103.2% | +8.4% | +94.8% | +68.7% |
| All | +103.2% | +8.4% | +94.8% | +68.7% |
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