+10.7%
TTMI vs EIX
+18.9%
-8.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.1% | -13.2% | -10.0% |
| 7D | -19.2% | +4.5% | -23.7% | -19.0% |
| 30D | -44.9% | +15.2% | -60.1% | -44.9% |
| 3M | -44.7% | -11.6% | -33.1% | -44.1% |
| 6M | -53.4% | -8.4% | -45.0% | -54.3% |
| YTD | +6.3% | +8.2% | -1.8% | +4.2% |
| 1Y | +10.7% | +16.6% | -5.9% | +6.5% |
| All | +10.7% | +18.9% | -8.2% | +6.5% |
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