+36.1%
TPR vs ESI
+16.5%
+19.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +14.2% | -8.5% | +22.7% | +15.1% |
| 30D | +17.1% | -15.7% | +32.7% | +19.2% |
| 3M | -17.7% | -18.2% | +0.5% | -15.9% |
| 6M | -10.2% | -28.8% | +18.7% | -6.0% |
| YTD | +4.9% | +26.3% | -21.3% | -6.7% |
| 1Y | +36.1% | +18.2% | +17.9% | +23.8% |
| All | +36.1% | +16.5% | +19.6% | +23.8% |
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 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