+8,579.1%
TPR vs EIX
+610.8%
+7,968.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +12.1% | +1.0% | +11.1% | +11.7% |
| 30D | +16.7% | +8.9% | +7.8% | +13.7% |
| 3M | -17.4% | -9.8% | -7.6% | -16.3% |
| 6M | +2.3% | -10.2% | +12.5% | +3.4% |
| YTD | +7.1% | +5.9% | +1.2% | +2.5% |
| 1Y | +29.5% | +10.9% | +18.6% | +22.0% |
| 3Y | +415.0% | +10.2% | +404.8% | +376.8% |
| 5Y | +261.5% | +17.0% | +244.4% | +223.6% |
| 10Y | +383.3% | +35.1% | +348.2% | +306.5% |
| All | +8,579.1% | +610.8% | +7,968.4% | +4,985.9% |
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