+279.5%
TRI vs ESI
+226.4%
+53.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -7.1% | +5.4% | -12.5% | -7.7% |
| 30D | -2.3% | -4.2% | +1.9% | -1.9% |
| 3M | +19.6% | -9.6% | +29.2% | +20.0% |
| 6M | -8.7% | +18.3% | -27.0% | -12.9% |
| YTD | -22.3% | +45.8% | -68.1% | -28.4% |
| 1Y | -40.7% | +39.2% | -79.8% | -45.1% |
| 3Y | -17.8% | +86.3% | -104.0% | -28.4% |
| 5Y | -8.5% | +76.2% | -84.7% | -20.7% |
| 10Y | +192.6% | +306.8% | -114.2% | +115.2% |
| All | +279.5% | +226.4% | +53.1% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling