-16.7%
TRI vs ESI
+27.8%
-44.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.6% | +11.0% | +5.1% |
| 7D | +1.0% | -6.6% | +7.5% | -0.6% |
| 30D | +20.8% | -10.9% | +31.7% | +18.0% |
| 3M | +8.1% | -13.8% | +21.9% | +5.5% |
| 6M | +24.2% | -21.5% | +45.7% | +19.7% |
| YTD | -7.8% | +34.7% | -42.4% | -17.5% |
| 1Y | -16.7% | +24.9% | -41.6% | -24.5% |
| All | -16.7% | +27.8% | -44.5% | -24.5% |
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