+294.4%
TD vs ESI
+318.1%
-23.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.1% | +5.5% | -4.4% | -0.5% |
| 30D | +5.2% | -7.8% | +13.0% | +7.2% |
| 3M | +1.2% | -15.0% | +16.2% | +5.2% |
| 6M | +17.7% | -24.9% | +42.6% | +25.4% |
| YTD | +34.2% | +33.2% | +1.0% | +18.3% |
| 1Y | +55.4% | +24.9% | +30.5% | +39.4% |
| 3Y | +130.4% | +77.8% | +52.6% | +77.6% |
| 5Y | +101.8% | +37.1% | +64.7% | +66.0% |
| All | +294.4% | +318.1% | -23.6% | +113.2% |
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