-27.7%
TOST vs EIX
+18.4%
-46.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.4% |
| 30D | +16.2% | +8.5% | +7.6% | +13.0% |
| 3M | -1.5% | -13.5% | +11.9% | +2.0% |
| 6M | +55.3% | -12.4% | +67.7% | +58.9% |
| YTD | -2.3% | +5.9% | -8.2% | -10.5% |
| 1Y | -5.5% | +7.6% | -13.1% | -14.1% |
| 3Y | +151.1% | +12.8% | +138.3% | +114.5% |
| All | -27.7% | +18.4% | -46.1% | -43.6% |
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 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