+68.6%
ESI vs TDY
+39.0%
+29.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.4% |
| 7D | -4.6% | -1.1% | -3.5% | -3.9% |
| 30D | -10.5% | -12.0% | +1.5% | -1.7% |
| 3M | -19.8% | -3.2% | -16.6% | -17.7% |
| 6M | +5.8% | -7.9% | +13.7% | +12.4% |
| YTD | +38.3% | +18.2% | +20.1% | +22.0% |
| 1Y | +31.5% | +6.7% | +24.9% | +25.0% |
| 3Y | +80.7% | +47.5% | +33.1% | +35.9% |
| All | +68.6% | +39.0% | +29.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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