+240.4%
TPR vs EIX
+22.8%
+217.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.3% | -19.1% | +16.8% | +1.4% |
| 30D | -23.0% | -16.9% | -6.1% | -20.8% |
| 3M | -12.5% | -20.0% | +7.5% | -9.3% |
| 6M | -21.4% | -21.3% | -0.1% | -18.3% |
| YTD | -3.5% | -1.7% | -1.8% | -5.6% |
| 1Y | +17.4% | +9.6% | +7.8% | +11.4% |
| 3Y | +291.3% | -3.7% | +294.9% | +273.1% |
| All | +240.4% | +22.8% | +217.6% | +213.0% |
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 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