+71.1%
ESI vs TLN
+630.2%
-559.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +0.1% |
| 7D | -8.5% | -1.3% | -7.2% | -8.3% |
| 30D | -15.7% | -10.5% | -5.2% | -13.4% |
| 3M | -18.2% | +0.1% | -18.3% | -18.6% |
| 6M | -28.8% | -17.4% | -11.4% | -26.3% |
| YTD | +26.3% | -9.7% | +35.9% | +27.0% |
| 1Y | +18.2% | -12.3% | +30.5% | +19.3% |
| 3Y | +68.1% | +528.3% | -460.2% | +18.6% |
| All | +71.1% | +630.2% | -559.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling