+161.7%
TTMI vs EIX
+6.9%
+154.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.4% |
| 7D | +0.7% | -1.4% | +2.0% | +0.7% |
| 30D | -8.4% | -19.3% | +10.9% | -7.9% |
| 3M | -32.5% | -21.7% | -10.8% | -32.4% |
| 6M | +32.5% | -19.8% | +52.3% | +30.8% |
| YTD | +83.2% | -3.0% | +86.3% | +85.0% |
| 1Y | +161.7% | +5.1% | +156.6% | +163.6% |
| All | +161.7% | +6.9% | +154.7% | +163.6% |
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