-7.1%
TT vs EIX
+10.4%
-17.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.5% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -14.0% | +9.1% | -23.1% | -14.4% |
| 3M | -15.9% | -10.2% | -5.6% | -15.6% |
| 6M | -17.3% | -11.2% | -6.1% | -18.6% |
| YTD | +4.0% | +4.5% | -0.5% | +1.1% |
| 1Y | -7.1% | +10.9% | -18.0% | -9.1% |
| All | -7.1% | +10.4% | -17.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling