-33.7%
TLT vs ESI
+77.4%
-111.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | +5.4% | -5.0% | +0.2% |
| 30D | -0.3% | -4.2% | +3.9% | -0.2% |
| 3M | -1.7% | -9.6% | +7.9% | -1.5% |
| 6M | -4.9% | +18.3% | -23.2% | -5.7% |
| YTD | -2.8% | +45.8% | -48.6% | -4.3% |
| 1Y | -4.2% | +39.2% | -43.4% | -5.6% |
| 3Y | -1.1% | +86.3% | -87.4% | -4.0% |
| 5Y | -33.7% | +76.2% | -109.9% | -36.0% |
| All | -33.7% | +77.4% | -111.1% | -36.0% |
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