+901.9%
TTMI vs EIX
0.0%
+902.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +2.4% |
| 7D | +12.2% | +0.9% | +11.3% | +12.0% |
| 30D | -5.7% | -13.5% | +7.8% | -4.4% |
| 3M | -27.5% | -15.3% | -12.2% | -26.7% |
| 6M | +47.1% | -15.3% | +62.5% | +48.5% |
| YTD | +87.5% | +2.7% | +84.7% | +81.8% |
| 1Y | +175.2% | +17.4% | +157.8% | +158.2% |
| 3Y | +901.9% | -1.3% | +903.3% | +796.0% |
| All | +901.9% | 0.0% | +902.0% | +796.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling