+294.5%
TD vs ESI
+321.1%
-26.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | +0.6% | +8.3% | -7.7% | -1.7% |
| 30D | +5.0% | -10.4% | +15.4% | +7.8% |
| 3M | +1.1% | -13.2% | +14.3% | +4.4% |
| 6M | +16.5% | -23.9% | +40.3% | +23.5% |
| YTD | +34.3% | +34.2% | +0.1% | +18.1% |
| 1Y | +52.9% | +22.2% | +30.6% | +38.1% |
| 3Y | +132.2% | +79.2% | +53.0% | +78.6% |
| 5Y | +101.9% | +38.1% | +63.7% | +65.7% |
| All | +294.5% | +321.1% | -26.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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