+172.6%
TTMI vs EIX
+7.5%
+165.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.9% |
| 7D | +5.9% | -19.1% | +25.0% | +6.2% |
| 30D | -4.3% | -16.9% | +12.6% | -3.8% |
| 3M | -32.0% | -20.0% | -12.0% | -32.2% |
| 6M | +19.5% | -21.3% | +40.8% | +18.3% |
| YTD | +82.0% | -1.7% | +83.7% | +82.6% |
| 1Y | +172.6% | +9.6% | +163.1% | +172.0% |
| All | +172.6% | +7.5% | +165.1% | +172.0% |
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