+126.1%
TDG vs ESI
+66.0%
+60.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | -9.3% | -9.0% | -0.2% | -6.6% |
| 3M | -7.1% | -13.3% | +6.2% | -4.0% |
| 6M | -11.2% | +5.3% | -16.4% | -15.8% |
| YTD | -15.3% | +37.6% | -52.9% | -28.6% |
| 1Y | -12.5% | +33.6% | -46.1% | -26.0% |
| 3Y | +51.2% | +75.8% | -24.6% | +7.1% |
| 5Y | +126.1% | +68.6% | +57.5% | +58.6% |
| All | +126.1% | +66.0% | +60.2% | +58.6% |
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