-73.1%
TTD vs ESI
+39.5%
-112.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +1.7% | +5.4% | -3.6% | +1.6% |
| 30D | +1.6% | -4.2% | +5.8% | +1.7% |
| 3M | -27.8% | -9.6% | -18.2% | -28.4% |
| 6M | -52.1% | +18.3% | -70.4% | -54.3% |
| YTD | -63.1% | +45.8% | -108.9% | -66.9% |
| 1Y | -73.1% | +39.2% | -112.2% | -75.8% |
| All | -73.1% | +39.5% | -112.6% | -75.8% |
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 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