-10.9%
TRI vs ESI
+66.0%
-76.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.0% |
| 7D | -14.4% | -2.3% | -12.0% | -14.2% |
| 30D | -8.1% | -9.0% | +0.9% | -7.5% |
| 3M | +17.5% | -13.3% | +30.8% | +17.6% |
| 6M | -5.0% | +5.3% | -10.2% | -8.8% |
| YTD | -24.7% | +37.6% | -62.3% | -31.6% |
| 1Y | -41.5% | +33.6% | -75.1% | -46.8% |
| 3Y | -20.3% | +75.8% | -96.1% | -33.4% |
| 5Y | -10.9% | +68.6% | -79.5% | -26.6% |
| All | -10.9% | +66.0% | -76.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling