-25.0%
TGT vs ESI
+74.4%
-99.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -3.6% | +3.9% | -7.5% | -4.8% |
| 30D | +4.4% | -3.8% | +8.2% | +5.5% |
| 3M | +25.4% | -13.1% | +38.5% | +28.9% |
| 6M | +33.4% | +11.3% | +22.0% | +22.1% |
| YTD | +65.6% | +44.1% | +21.5% | +33.6% |
| 1Y | +80.3% | +40.3% | +40.0% | +46.2% |
| 3Y | +42.1% | +84.1% | -41.9% | -1.7% |
| 5Y | -25.0% | +75.8% | -100.8% | -49.0% |
| All | -25.0% | +74.4% | -99.4% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling