+203.4%
TGT vs ESI
+310.7%
-107.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | 0.0% |
| 7D | -5.0% | -2.3% | -2.7% | -4.5% |
| 30D | +3.0% | -9.0% | +12.1% | +5.3% |
| 3M | +22.6% | -13.3% | +35.9% | +25.4% |
| 6M | +31.2% | +5.3% | +25.9% | +25.9% |
| YTD | +63.7% | +37.6% | +26.1% | +44.5% |
| 1Y | +78.5% | +33.6% | +44.9% | +58.4% |
| 3Y | +40.5% | +75.8% | -35.2% | +14.4% |
| 5Y | -25.6% | +68.6% | -94.2% | -39.5% |
| All | +203.4% | +310.7% | -107.3% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling