+508.5%
TTD vs ESI
+318.1%
+190.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +21.3% | +5.5% | +15.8% | +18.2% |
| 30D | +28.7% | -7.8% | +36.5% | +33.4% |
| 3M | +7.7% | -15.0% | +22.7% | +14.9% |
| 6M | -23.5% | -24.9% | +1.4% | -15.5% |
| YTD | -58.7% | +33.2% | -91.9% | -69.1% |
| 1Y | -63.4% | +24.9% | -88.4% | -71.6% |
| 3Y | -75.3% | +77.8% | -153.0% | -85.3% |
| 5Y | -84.4% | +37.1% | -121.5% | -89.0% |
| All | +508.5% | +318.1% | +190.4% | +134.8% |
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