+146.0%
TT vs ESI
+72.3%
+73.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -1.4% |
| 30D | -7.2% | -5.9% | -1.3% | -5.0% |
| 3M | -3.0% | -14.1% | +11.1% | +2.3% |
| 6M | +1.4% | +6.6% | -5.2% | -3.1% |
| YTD | +15.9% | +45.0% | -29.1% | -3.2% |
| 1Y | +9.4% | +41.5% | -32.0% | -8.3% |
| 3Y | +124.4% | +78.8% | +45.6% | +63.5% |
| All | +146.0% | +72.3% | +73.7% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling