+351.4%
TD vs ESI
+198.2%
+153.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +5.5% | -4.4% | -0.1% |
| 30D | +5.2% | -7.8% | +13.0% | +6.8% |
| 3M | +1.2% | -15.0% | +16.2% | +4.4% |
| 6M | +17.7% | -24.9% | +42.6% | +23.9% |
| YTD | +34.2% | +33.2% | +1.0% | +22.3% |
| 1Y | +55.4% | +24.9% | +30.5% | +43.4% |
| 3Y | +130.4% | +77.8% | +52.6% | +91.0% |
| 5Y | +101.8% | +37.1% | +64.7% | +75.2% |
| 10Y | +301.9% | +320.5% | -18.6% | +165.6% |
| All | +351.4% | +198.2% | +153.2% | +210.9% |
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