+7,716.4%
TPR vs EIX
+559.4%
+7,157.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -2.3% | -19.1% | +16.8% | +2.8% |
| 30D | -23.0% | -16.9% | -6.1% | -19.8% |
| 3M | -12.5% | -20.0% | +7.5% | -8.1% |
| 6M | -21.4% | -21.3% | -0.1% | -17.1% |
| YTD | -3.5% | -1.7% | -1.8% | -5.4% |
| 1Y | +17.4% | +9.6% | +7.8% | +11.1% |
| 3Y | +291.3% | -3.7% | +294.9% | +278.0% |
| 5Y | +241.9% | +22.6% | +219.3% | +201.2% |
| 10Y | +322.7% | +17.7% | +305.0% | +270.2% |
| All | +7,716.4% | +559.4% | +7,157.0% | +4,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling