+230.8%
TPR vs ESI
+40.6%
+190.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | -1.1% | +8.3% | -9.5% | -4.9% |
| 30D | +15.1% | -10.4% | +25.5% | +19.9% |
| 3M | -13.4% | -13.2% | -0.2% | -9.4% |
| 6M | +1.4% | -23.9% | +25.2% | +10.9% |
| YTD | +4.8% | +34.2% | -29.4% | -21.6% |
| 1Y | +29.2% | +22.2% | +7.0% | +2.3% |
| 3Y | +403.7% | +79.2% | +324.5% | +182.3% |
| 5Y | +230.8% | +38.1% | +192.7% | +145.3% |
| All | +230.8% | +40.6% | +190.2% | +145.3% |
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