-7.4%
TLT vs ESI
+21.7%
-29.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.4% |
| 7D | -2.7% | +8.3% | -11.0% | -2.9% |
| 30D | +2.2% | -10.4% | +12.6% | +2.5% |
| 3M | -1.7% | -13.2% | +11.4% | -1.4% |
| 6M | -4.0% | -23.9% | +19.9% | -3.3% |
| YTD | -4.9% | +34.2% | -39.1% | -7.2% |
| 1Y | -7.4% | +22.2% | -29.6% | -9.0% |
| All | -7.4% | +21.7% | -29.0% | -9.0% |
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 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