+95.2%
ESI vs TLN
+589.3%
-494.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +3.9% | +5.8% | -1.9% | +2.5% |
| 30D | -3.8% | -6.9% | +3.1% | -2.3% |
| 3M | -13.1% | -10.9% | -2.2% | -10.9% |
| 6M | +11.3% | -4.6% | +15.9% | +12.1% |
| YTD | +44.1% | -14.7% | +58.8% | +47.3% |
| 1Y | +40.3% | -17.9% | +58.2% | +44.2% |
| 3Y | +84.1% | +483.9% | -399.8% | +32.5% |
| All | +95.2% | +589.3% | -494.1% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling