+145.2%
TE vs ESI
+34.2%
+111.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.2% |
| 7D | +0.2% | -4.6% | +4.9% | +4.6% |
| 30D | -5.9% | -10.5% | +4.6% | +3.6% |
| 3M | -45.6% | -19.8% | -25.8% | -32.5% |
| 6M | -43.4% | +5.8% | -49.2% | -37.7% |
| YTD | -31.0% | +38.3% | -69.3% | -35.4% |
| 1Y | +145.2% | +31.5% | +113.7% | +140.1% |
| All | +145.2% | +34.2% | +111.0% | +140.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling