-72.2%
TTD vs ESI
+44.5%
-116.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.5% |
| 7D | +6.3% | +3.3% | +3.0% | +6.2% |
| 30D | -23.9% | -5.9% | -18.0% | -23.7% |
| 3M | -31.4% | -14.1% | -17.3% | -31.6% |
| 6M | -42.7% | +6.6% | -49.2% | -44.4% |
| YTD | -62.0% | +45.0% | -107.0% | -65.9% |
| 1Y | -72.2% | +41.5% | -113.7% | -74.9% |
| All | -72.2% | +44.5% | -116.8% | -74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling