+191.1%
TRI vs ESI
+312.8%
-121.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -7.9% | -4.6% | -3.2% | -7.3% |
| 30D | -4.5% | -10.5% | +6.0% | -3.2% |
| 3M | +22.1% | -19.8% | +41.9% | +24.8% |
| 6M | -2.8% | +5.8% | -8.6% | -6.5% |
| YTD | -23.4% | +38.3% | -61.7% | -30.3% |
| 1Y | -41.5% | +31.5% | -73.0% | -46.5% |
| 3Y | -19.2% | +80.7% | -99.9% | -32.0% |
| 5Y | -9.4% | +69.4% | -78.8% | -24.2% |
| All | +191.1% | +312.8% | -121.7% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling