+812.9%
TTMI vs EIX
+24.3%
+788.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -3.2% |
| 7D | +7.5% | +4.1% | +3.4% | +6.6% |
| 30D | -4.5% | -15.3% | +10.8% | -2.0% |
| 3M | -28.5% | -18.4% | -10.1% | -26.4% |
| 6M | +28.4% | -16.8% | +45.2% | +31.2% |
| YTD | +80.1% | -0.6% | +80.6% | +73.9% |
| 1Y | +161.0% | +10.7% | +150.4% | +142.7% |
| 3Y | +862.4% | -4.5% | +866.9% | +805.2% |
| 5Y | +812.9% | +24.0% | +788.9% | +673.6% |
| All | +812.9% | +24.3% | +788.7% | +673.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling