-83.3%
TTD vs ESI
+67.9%
-151.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | +5.2% | -8.5% | +13.7% | +7.6% |
| 30D | +6.9% | -15.7% | +22.6% | +11.5% |
| 3M | -26.8% | -18.2% | -8.6% | -23.2% |
| 6M | -46.1% | -28.8% | -17.3% | -42.1% |
| YTD | -65.9% | +26.3% | -92.2% | -73.1% |
| 1Y | -71.8% | +18.2% | -90.1% | -77.1% |
| 3Y | -83.3% | +68.1% | -151.4% | -89.9% |
| All | -83.3% | +67.9% | -151.2% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling