+459.4%
TTMI vs EIX
+476.8%
-17.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +1.5% |
| 7D | +12.2% | +0.9% | +11.3% | +11.7% |
| 30D | -5.7% | -13.5% | +7.8% | -3.0% |
| 3M | -27.5% | -15.3% | -12.2% | -25.4% |
| 6M | +47.1% | -15.3% | +62.5% | +51.4% |
| YTD | +87.5% | +2.7% | +84.7% | +80.4% |
| 1Y | +175.2% | +17.4% | +157.8% | +152.0% |
| 3Y | +901.9% | -1.3% | +903.3% | +850.5% |
| 5Y | +843.5% | +27.2% | +816.3% | +713.6% |
| 10Y | +1,077.0% | +22.7% | +1,054.2% | +865.7% |
| All | +459.4% | +476.8% | -17.5% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling