+24.9%
ESI vs TLN
-17.6%
+42.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.5% | +3.9% | -1.7% |
| 7D | -6.6% | -6.0% | -0.5% | -4.6% |
| 30D | -10.9% | -1.5% | -9.4% | -10.7% |
| 3M | -13.8% | -3.9% | -9.9% | -13.2% |
| 6M | -21.5% | -15.0% | -6.5% | -18.2% |
| YTD | +34.7% | -12.8% | +47.5% | +35.5% |
| 1Y | +24.9% | -17.3% | +42.2% | +26.6% |
| All | +24.9% | -17.6% | +42.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling