+172.6%
TTMI vs ESI
+44.5%
+128.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +5.8% |
| 7D | +5.9% | +3.3% | +2.5% | +2.5% |
| 30D | -4.3% | -5.9% | +1.6% | +2.6% |
| 3M | -32.0% | -14.1% | -18.0% | -20.0% |
| 6M | +19.5% | +6.6% | +12.9% | +14.8% |
| YTD | +82.0% | +45.0% | +37.0% | +32.7% |
| 1Y | +172.6% | +41.5% | +131.2% | +108.8% |
| All | +172.6% | +44.5% | +128.1% | +108.8% |
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