+301.1%
TD vs ESI
+310.7%
-9.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.1% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | -1.0% | -9.0% | +8.0% | +1.5% |
| 3M | +5.6% | -13.3% | +18.9% | +8.8% |
| 6M | +27.1% | +5.3% | +21.8% | +22.4% |
| YTD | +29.4% | +37.6% | -8.2% | +14.2% |
| 1Y | +60.7% | +33.6% | +27.1% | +42.3% |
| 3Y | +127.6% | +75.8% | +51.8% | +78.9% |
| 5Y | +125.4% | +68.6% | +56.8% | +75.5% |
| All | +301.1% | +310.7% | -9.7% | +128.9% |
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