-82.9%
TTD vs ESI
+81.9%
-164.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.3% |
| 7D | +6.3% | +3.3% | +3.0% | +5.1% |
| 30D | -23.9% | -5.9% | -18.0% | -22.4% |
| 3M | -31.4% | -14.1% | -17.3% | -29.3% |
| 6M | -42.7% | +6.6% | -49.2% | -47.6% |
| YTD | -62.0% | +45.0% | -107.0% | -71.0% |
| 1Y | -72.2% | +41.5% | -113.7% | -78.8% |
| All | -82.9% | +81.9% | -164.8% | -89.5% |
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