+81.8%
ESI vs TLN
+733.8%
-652.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.7% |
| 7D | +8.3% | +22.3% | -14.0% | +2.9% |
| 30D | -10.4% | +1.2% | -11.6% | -10.8% |
| 3M | -13.2% | +5.9% | -19.1% | -14.9% |
| 6M | -23.9% | +3.2% | -27.1% | -25.1% |
| YTD | +34.2% | +3.2% | +31.0% | +30.5% |
| 1Y | +22.2% | +5.2% | +17.0% | +18.2% |
| 3Y | +79.2% | +606.3% | -527.0% | +22.5% |
| All | +81.8% | +733.8% | -652.0% | +22.1% |
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