-5.6%
TLT vs ESI
+7.2%
-12.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | 0.0% |
| 7D | -0.4% | +3.3% | -3.8% | -0.6% |
| 30D | -0.6% | -5.9% | +5.3% | -0.3% |
| 3M | -2.7% | -14.1% | +11.4% | -2.4% |
| 6M | -5.6% | +6.6% | -12.2% | -6.8% |
| All | -5.6% | +7.2% | -12.8% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling