-38.4%
TRI vs ESI
+44.5%
-82.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.4% | -4.9% |
| 7D | -0.5% | +3.3% | -3.8% | +0.2% |
| 30D | +7.9% | -5.9% | +13.7% | +6.8% |
| 3M | +24.1% | -14.1% | +38.2% | +21.1% |
| 6M | +3.8% | +6.6% | -2.7% | +0.9% |
| YTD | -16.9% | +45.0% | -61.9% | -22.0% |
| 1Y | -38.4% | +41.5% | -79.8% | -42.8% |
| All | -38.4% | +44.5% | -82.9% | -42.8% |
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