+43.3%
TGT vs ESI
+81.4%
-38.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -3.6% | +3.9% | -7.5% | -4.5% |
| 30D | +4.4% | -3.8% | +8.2% | +5.2% |
| 3M | +25.4% | -13.1% | +38.5% | +27.8% |
| 6M | +33.4% | +11.3% | +22.0% | +23.3% |
| YTD | +65.6% | +44.1% | +21.5% | +36.3% |
| 1Y | +80.3% | +40.3% | +40.0% | +49.0% |
| All | +43.3% | +81.4% | -38.0% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling