+68.6%
ESI vs TKO
+291.2%
-222.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.6% | +2.3% | -6.9% | -5.2% |
| 30D | -10.5% | -2.5% | -8.0% | -10.1% |
| 3M | -19.8% | -10.6% | -9.2% | -18.1% |
| 6M | +5.8% | -5.1% | +10.9% | +6.2% |
| YTD | +38.3% | -8.2% | +46.5% | +39.7% |
| 1Y | +31.5% | -4.4% | +36.0% | +31.0% |
| 3Y | +80.7% | +100.4% | -19.7% | +47.4% |
| All | +68.6% | +291.2% | -222.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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