+462.1%
TTMI vs EIX
+10.1%
+452.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.0% |
| 7D | +7.2% | -2.5% | +9.8% | +7.5% |
| 30D | -28.7% | +7.7% | -36.4% | -29.3% |
| 3M | -39.8% | -12.9% | -26.9% | -39.0% |
| 6M | -51.7% | -12.7% | -39.0% | -51.5% |
| YTD | +14.1% | +5.5% | +8.6% | +10.5% |
| 1Y | +16.0% | +9.4% | +6.6% | +11.5% |
| All | +462.1% | +10.1% | +452.1% | +373.4% |
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