+734.7%
TT vs ESI
+306.3%
+428.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.8% | -6.6% | +7.4% | +3.5% |
| 30D | -11.8% | -9.8% | -1.9% | -8.3% |
| 3M | -11.6% | -11.9% | +0.4% | -7.6% |
| 6M | -9.3% | -25.1% | +15.8% | +0.1% |
| YTD | +8.9% | +31.9% | -23.0% | -4.8% |
| 1Y | -2.2% | +19.2% | -21.4% | -11.3% |
| 3Y | +91.9% | +76.2% | +15.7% | +44.9% |
| 5Y | +136.0% | +39.4% | +96.6% | +91.2% |
| 10Y | +734.7% | +304.9% | +429.8% | +324.5% |
| All | +734.7% | +306.3% | +428.4% | +324.5% |
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