-4.6%
TLT vs ESI
+19.1%
-23.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | +0.3% | -3.5% | +3.7% | +0.4% |
| 30D | +5.1% | -9.3% | +14.4% | +5.4% |
| 3M | -0.2% | -12.8% | +12.6% | +0.2% |
| 6M | -2.9% | -24.6% | +21.7% | -2.2% |
| YTD | -2.7% | +32.7% | -35.4% | -4.9% |
| All | -4.6% | +19.1% | -23.7% | -6.1% |
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