+351.8%
TD vs ESI
+195.2%
+156.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.7% | -6.6% | +5.9% | +0.7% |
| 30D | +7.6% | -9.8% | +17.4% | +9.8% |
| 3M | +3.0% | -11.9% | +14.9% | +5.4% |
| 6M | +16.8% | -25.1% | +41.9% | +23.0% |
| YTD | +34.3% | +31.9% | +2.4% | +22.7% |
| 1Y | +56.0% | +19.2% | +36.8% | +45.6% |
| 3Y | +132.4% | +76.2% | +56.2% | +93.1% |
| 5Y | +103.7% | +39.4% | +64.3% | +76.2% |
| 10Y | +299.2% | +304.9% | -5.7% | +165.5% |
| All | +351.8% | +195.2% | +156.5% | +212.0% |
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 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