+103.7%
TD vs ESI
+39.6%
+64.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.7% | -6.6% | +5.9% | +0.8% |
| 30D | +7.6% | -9.8% | +17.4% | +9.9% |
| 3M | +3.0% | -11.9% | +14.9% | +5.5% |
| 6M | +16.8% | -25.1% | +41.9% | +23.3% |
| YTD | +34.3% | +31.9% | +2.4% | +20.0% |
| 1Y | +56.0% | +19.2% | +36.8% | +43.1% |
| 3Y | +132.4% | +76.2% | +56.2% | +79.1% |
| 5Y | +103.7% | +39.4% | +64.3% | +70.6% |
| All | +103.7% | +39.6% | +64.1% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling