+1,084.3%
TTMI vs EIX
+21.5%
+1,062.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | -6.4% | -18.8% | +12.4% | -2.4% |
| 3M | -28.9% | -19.7% | -9.2% | -26.1% |
| 6M | +26.9% | -18.2% | +45.1% | +31.1% |
| YTD | +77.3% | -1.7% | +79.0% | +72.9% |
| 1Y | +147.5% | +7.8% | +139.8% | +133.8% |
| 3Y | +847.6% | -5.6% | +853.3% | +811.3% |
| 5Y | +802.2% | +23.7% | +778.5% | +689.6% |
| All | +1,084.3% | +21.5% | +1,062.9% | +905.8% |
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 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