+416.5%
TPR vs EIX
+8.4%
+408.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | +14.2% | +1.0% | +13.2% | +14.0% |
| 30D | +17.1% | +9.1% | +8.0% | +15.3% |
| 3M | -17.7% | -10.2% | -7.5% | -16.9% |
| 6M | -10.2% | -11.2% | +1.1% | -9.4% |
| YTD | +4.9% | +4.5% | +0.4% | +1.1% |
| 1Y | +36.1% | +10.9% | +25.3% | +28.9% |
| 3Y | +416.5% | +8.4% | +408.0% | +344.0% |
| All | +416.5% | +8.4% | +408.1% | +344.0% |
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