+361.1%
TTD vs ESI
+353.2%
+7.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -4.6% | +3.9% | -8.5% | -6.7% |
| 30D | +3.7% | -3.8% | +7.4% | +5.4% |
| 3M | -30.2% | -13.1% | -17.1% | -27.1% |
| 6M | -51.4% | +11.3% | -62.7% | -57.4% |
| YTD | -63.4% | +44.1% | -107.5% | -73.2% |
| 1Y | -73.5% | +40.3% | -113.8% | -80.6% |
| 3Y | -83.5% | +84.1% | -167.5% | -90.1% |
| 5Y | -80.9% | +75.8% | -156.7% | -88.1% |
| All | +361.1% | +353.2% | +7.9% | +63.4% |
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