+750.6%
TT vs EIX
+30.9%
+719.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -11.8% | +8.8% | -20.6% | -13.9% |
| 3M | -12.6% | -10.9% | -1.7% | -11.1% |
| 6M | -9.4% | -10.3% | +0.9% | -8.6% |
| YTD | +8.8% | +5.8% | +3.0% | +4.1% |
| 1Y | -2.5% | +11.4% | -13.9% | -8.4% |
| 3Y | +95.7% | +11.1% | +84.6% | +78.6% |
| 5Y | +135.7% | +18.5% | +117.3% | +108.9% |
| 10Y | +750.6% | +32.2% | +718.4% | +598.9% |
| All | +750.6% | +30.9% | +719.7% | +598.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling