+249.5%
ESI vs TW
+206.7%
+42.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -4.6% | -4.5% | -0.2% | -3.3% |
| 30D | -10.5% | -2.3% | -8.3% | -10.0% |
| 3M | -19.8% | +2.6% | -22.4% | -21.3% |
| 6M | +5.8% | -17.5% | +23.4% | +11.2% |
| YTD | +38.3% | -5.3% | +43.6% | +38.0% |
| 1Y | +31.5% | -14.8% | +46.3% | +35.9% |
| 3Y | +80.7% | +18.8% | +61.8% | +60.2% |
| 5Y | +69.4% | +20.7% | +48.7% | +45.4% |
| All | +249.5% | +206.7% | +42.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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