+132.3%
TT vs EIX
+18.4%
+114.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +4.0% | +1.4% | +2.7% | +3.7% |
| 30D | -11.3% | +8.5% | -19.9% | -13.0% |
| 3M | -12.3% | -13.5% | +1.2% | -10.3% |
| 6M | -10.8% | -12.4% | +1.5% | -9.7% |
| YTD | +8.2% | +5.9% | +2.2% | +3.3% |
| 1Y | +1.5% | +7.6% | -6.1% | -3.7% |
| 3Y | +91.5% | +12.8% | +78.7% | +69.5% |
| All | +132.3% | +18.4% | +114.0% | +97.8% |
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