+6.9%
TLT vs ESI
+67.9%
-61.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.1% | -8.5% | +8.6% | +0.4% |
| 30D | +6.2% | -15.7% | +21.8% | +6.9% |
| 3M | +0.1% | -18.2% | +18.3% | +0.8% |
| 6M | -3.0% | -28.8% | +25.9% | -1.8% |
| YTD | -2.7% | +26.3% | -29.0% | -4.5% |
| 1Y | -4.8% | +18.2% | -23.1% | -6.3% |
| 3Y | +6.9% | +68.1% | -61.2% | -2.1% |
| All | +6.9% | +67.9% | -61.0% | -2.1% |
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 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