-41.5%
TRI vs ESI
+34.2%
-75.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.8% |
| 7D | -7.9% | -4.6% | -3.2% | -8.7% |
| 30D | -4.5% | -10.5% | +6.0% | -6.4% |
| 3M | +22.1% | -19.8% | +41.9% | +17.7% |
| 6M | -2.8% | +5.8% | -8.6% | -6.8% |
| YTD | -23.4% | +38.3% | -61.7% | -29.0% |
| 1Y | -41.5% | +31.5% | -73.0% | -47.0% |
| All | -41.5% | +34.2% | -75.7% | -47.0% |
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