+412.3%
TTD vs ESI
+314.9%
+97.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.6% |
| 7D | +19.9% | -6.6% | +26.5% | +24.2% |
| 30D | +27.6% | -9.8% | +37.5% | +33.8% |
| 3M | +15.2% | -11.9% | +27.1% | +20.5% |
| 6M | -33.2% | -25.1% | -8.1% | -26.3% |
| YTD | -59.4% | +31.9% | -91.3% | -69.4% |
| 1Y | -64.4% | +19.2% | -83.5% | -71.5% |
| 3Y | -75.9% | +76.2% | -152.1% | -85.6% |
| 5Y | -82.6% | +39.4% | -122.0% | -87.8% |
| 10Y | +558.1% | +304.9% | +253.2% | +130.7% |
| All | +412.3% | +314.9% | +97.4% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling