+240.4%
TPR vs ESI
+72.3%
+168.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.5% |
| 7D | -2.3% | +3.3% | -5.6% | -4.0% |
| 30D | -23.0% | -5.9% | -17.1% | -21.1% |
| 3M | -12.5% | -14.1% | +1.6% | -8.0% |
| 6M | -21.4% | +6.6% | -28.0% | -28.4% |
| YTD | -3.5% | +45.0% | -48.5% | -28.6% |
| 1Y | +17.4% | +41.5% | -24.1% | -12.6% |
| 3Y | +291.3% | +78.8% | +212.5% | +132.9% |
| All | +240.4% | +72.3% | +168.1% | +106.2% |
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