+268.5%
ESI vs TW
+211.4%
+57.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | +5.4% | -3.5% | +8.9% | +6.5% |
| 30D | -4.2% | +0.5% | -4.7% | -4.4% |
| 3M | -9.6% | +4.9% | -14.5% | -11.9% |
| 6M | +18.3% | -17.1% | +35.4% | +24.2% |
| YTD | +45.8% | -3.9% | +49.7% | +44.8% |
| 1Y | +39.2% | -13.3% | +52.4% | +43.0% |
| 3Y | +86.3% | +20.9% | +65.4% | +64.2% |
| 5Y | +76.2% | +20.5% | +55.7% | +51.5% |
| All | +268.5% | +211.4% | +57.1% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling