+78.5%
TGT vs ESI
+34.0%
+44.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.9% |
| 7D | -5.0% | -2.3% | -2.7% | -4.9% |
| 30D | +3.0% | -9.0% | +12.1% | +3.6% |
| 3M | +22.6% | -13.3% | +35.9% | +22.3% |
| 6M | +31.2% | +5.3% | +25.9% | +25.3% |
| YTD | +63.7% | +37.6% | +26.1% | +42.3% |
| 1Y | +78.5% | +33.6% | +44.9% | +54.9% |
| All | +78.5% | +34.0% | +44.5% | +54.9% |
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 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