+748.4%
TT vs ESI
+321.1%
+427.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.6% |
| 7D | +8.1% | +8.3% | -0.3% | +4.7% |
| 30D | -11.3% | -10.4% | -0.9% | -7.6% |
| 3M | -11.2% | -13.2% | +2.0% | -6.7% |
| 6M | -8.9% | -23.9% | +15.0% | -0.1% |
| YTD | +9.7% | +34.2% | -24.5% | -4.8% |
| 1Y | +1.3% | +22.2% | -21.0% | -9.1% |
| 3Y | +93.4% | +79.2% | +14.1% | +45.0% |
| 5Y | +133.5% | +38.1% | +95.4% | +89.7% |
| All | +748.4% | +321.1% | +427.3% | +322.2% |
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