+201.6%
TGT vs ESI
+318.1%
-116.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +2.6% | +5.5% | -2.9% | +1.3% |
| 30D | +4.7% | -7.8% | +12.4% | +6.3% |
| 3M | +4.6% | -15.0% | +19.6% | +7.9% |
| 6M | +34.9% | -24.9% | +59.8% | +41.9% |
| YTD | +70.9% | +33.2% | +37.7% | +50.2% |
| 1Y | +84.4% | +24.9% | +59.4% | +64.8% |
| 3Y | +69.1% | +77.8% | -8.6% | +35.1% |
| 5Y | -26.9% | +37.1% | -64.1% | -39.0% |
| All | +201.6% | +318.1% | -116.5% | +101.8% |
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