+753.3%
TT vs ESI
+312.6%
+440.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.6% |
| 7D | -2.0% | -8.5% | +6.5% | +1.4% |
| 30D | -14.0% | -15.7% | +1.6% | -8.3% |
| 3M | -15.9% | -18.2% | +2.4% | -9.5% |
| 6M | -17.3% | -28.8% | +11.5% | -6.9% |
| YTD | +4.0% | +26.3% | -22.3% | -7.6% |
| 1Y | -7.1% | +18.2% | -25.3% | -15.6% |
| 3Y | +90.2% | +68.1% | +22.1% | +46.2% |
| 5Y | +131.1% | +28.8% | +102.3% | +92.7% |
| All | +753.3% | +312.6% | +440.7% | +329.5% |
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