-20.6%
TRI vs ESI
+73.2%
-93.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.4% |
| 7D | -14.4% | -2.3% | -12.0% | -14.4% |
| 30D | -8.1% | -9.0% | +0.9% | -8.2% |
| 3M | +17.5% | -13.3% | +30.8% | +16.5% |
| 6M | -5.0% | +5.3% | -10.2% | -8.6% |
| YTD | -24.7% | +37.6% | -62.3% | -30.6% |
| 1Y | -41.5% | +33.6% | -75.1% | -46.1% |
| All | -20.6% | +73.2% | -93.8% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling