+893.7%
TT vs ESI
+307.6%
+586.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.6% | +5.4% | -3.8% | -0.5% |
| 30D | -7.3% | -4.2% | -3.1% | -5.9% |
| 3M | -2.6% | -9.6% | +7.0% | +0.5% |
| 6M | +5.9% | +18.3% | -12.4% | -2.3% |
| YTD | +15.4% | +45.8% | -30.4% | -2.5% |
| 1Y | +8.2% | +39.2% | -30.9% | -7.4% |
| 3Y | +122.7% | +86.3% | +36.4% | +65.5% |
| 5Y | +145.0% | +76.2% | +68.7% | +82.1% |
| 10Y | +893.7% | +306.8% | +587.0% | +402.6% |
| All | +893.7% | +307.6% | +586.1% | +402.6% |
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 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