+128.3%
TD vs ESI
+82.9%
+45.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.9% | +5.4% | -4.5% | 0.0% |
| 30D | -0.7% | -4.2% | +3.5% | 0.0% |
| 3M | +6.3% | -9.6% | +15.9% | +7.3% |
| 6M | +27.9% | +18.3% | +9.6% | +22.5% |
| YTD | +29.8% | +45.8% | -16.0% | +19.2% |
| 1Y | +63.7% | +39.2% | +24.5% | +51.2% |
| 3Y | +128.3% | +86.3% | +42.1% | +87.3% |
| All | +128.3% | +82.9% | +45.4% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling