-5.6%
TLT vs ESI
+27.8%
-33.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.9% |
| 7D | +1.0% | -6.6% | +7.5% | +1.2% |
| 30D | +6.0% | -10.9% | +17.0% | +6.4% |
| 3M | -0.9% | -13.8% | +12.9% | -0.5% |
| 6M | -2.3% | -21.5% | +19.3% | -1.7% |
| YTD | -3.3% | +34.7% | -38.0% | -5.3% |
| 1Y | -5.6% | +24.9% | -30.5% | -7.1% |
| All | -5.6% | +27.8% | -33.4% | -7.1% |
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