+340.5%
TD vs ESI
+224.6%
+115.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.0% |
| 7D | +0.3% | +3.3% | -3.0% | -0.5% |
| 30D | +0.4% | -5.9% | +6.3% | +1.7% |
| 3M | +7.6% | -14.1% | +21.7% | +10.6% |
| 6M | +25.0% | +6.6% | +18.4% | +21.2% |
| YTD | +31.0% | +45.0% | -14.0% | +17.7% |
| 1Y | +65.2% | +41.5% | +23.7% | +48.7% |
| 3Y | +122.5% | +78.8% | +43.7% | +85.3% |
| 5Y | +124.8% | +70.9% | +53.9% | +86.4% |
| 10Y | +298.2% | +317.1% | -18.9% | +162.2% |
| All | +340.5% | +224.6% | +115.9% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling