+122.4%
TD vs ESI
+74.4%
+47.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -1.9% | +3.9% | -5.8% | -2.8% |
| 30D | -1.6% | -3.8% | +2.2% | -0.8% |
| 3M | +4.6% | -13.1% | +17.7% | +7.3% |
| 6M | +26.8% | +11.3% | +15.5% | +20.8% |
| YTD | +28.3% | +44.1% | -15.8% | +13.1% |
| 1Y | +60.4% | +40.3% | +20.1% | +41.8% |
| 3Y | +125.7% | +84.1% | +41.7% | +75.7% |
| 5Y | +122.4% | +75.8% | +46.6% | +70.0% |
| All | +122.4% | +74.4% | +47.9% | +70.0% |
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