+208.0%
ESI vs TDY
+572.9%
-364.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.7% |
| 7D | -2.3% | -1.9% | -0.4% | -1.0% |
| 30D | -9.0% | -12.5% | +3.5% | +0.2% |
| 3M | -13.3% | -0.8% | -12.4% | -12.5% |
| 6M | +5.3% | -9.0% | +14.3% | +12.8% |
| YTD | +37.6% | +16.8% | +20.8% | +22.6% |
| 1Y | +33.6% | +9.5% | +24.1% | +24.6% |
| 3Y | +75.8% | +45.4% | +30.4% | +33.1% |
| 5Y | +68.6% | +37.8% | +30.8% | +30.5% |
| 10Y | +301.8% | +470.2% | -168.4% | -15.8% |
| All | +208.0% | +572.9% | -364.8% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling