+396.5%
TTMI vs EIX
+35.3%
+361.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +11.4% | +1.4% | +10.0% | +11.0% |
| 30D | -28.3% | +8.5% | -36.8% | -30.0% |
| 3M | -46.7% | -13.5% | -33.2% | -45.5% |
| 6M | -56.1% | -12.4% | -43.8% | -55.7% |
| YTD | +7.4% | +5.9% | +1.5% | +2.2% |
| 1Y | +17.4% | +7.6% | +9.8% | +11.1% |
| 3Y | +429.1% | +12.8% | +416.4% | +379.7% |
| 5Y | +418.8% | +19.2% | +399.5% | +357.7% |
| All | +396.5% | +35.3% | +361.2% | +287.5% |
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 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