+408.0%
TPR vs ESI
+77.3%
+330.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +12.1% | -6.6% | +18.7% | +14.0% |
| 30D | +16.7% | -9.8% | +26.5% | +19.7% |
| 3M | -17.4% | -11.9% | -5.5% | -15.3% |
| 6M | +2.3% | -25.1% | +27.4% | +9.8% |
| YTD | +7.1% | +31.9% | -24.8% | -13.1% |
| 1Y | +29.5% | +19.2% | +10.3% | +10.3% |
| All | +408.0% | +77.3% | +330.7% | +209.0% |
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 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