+1,406.9%
TDG vs ESI
+226.4%
+1,180.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | -0.9% | +5.4% | -6.3% | -2.6% |
| 30D | -6.5% | -4.2% | -2.3% | -5.4% |
| 3M | -5.1% | -9.6% | +4.5% | -3.1% |
| 6M | -11.5% | +18.3% | -29.9% | -18.4% |
| YTD | -13.9% | +45.8% | -59.7% | -26.4% |
| 1Y | -11.5% | +39.2% | -50.6% | -23.7% |
| 3Y | +53.7% | +86.3% | -32.6% | +17.0% |
| 5Y | +135.5% | +76.2% | +59.3% | +80.6% |
| 10Y | +535.2% | +306.8% | +228.4% | +269.8% |
| All | +1,406.9% | +226.4% | +1,180.4% | +850.9% |
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