-80.8%
TTD vs ESI
+72.3%
-153.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -6.1% |
| 7D | +6.3% | +3.3% | +3.0% | +4.2% |
| 30D | -23.9% | -5.9% | -18.0% | -21.3% |
| 3M | -31.4% | -14.1% | -17.3% | -27.7% |
| 6M | -42.7% | +6.6% | -49.2% | -50.2% |
| YTD | -62.0% | +45.0% | -107.0% | -74.4% |
| 1Y | -72.2% | +41.5% | -113.7% | -81.4% |
| 3Y | -81.9% | +78.8% | -160.7% | -91.0% |
| All | -80.8% | +72.3% | -153.2% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling