+10.7%
TTMI vs ESI
+27.8%
-17.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.6% | -5.5% | -4.8% |
| 7D | -19.2% | -6.6% | -12.6% | -12.2% |
| 30D | -44.9% | -10.9% | -34.0% | -35.0% |
| 3M | -44.7% | -13.8% | -30.9% | -32.2% |
| 6M | -53.4% | -21.5% | -31.9% | -37.2% |
| YTD | +6.3% | +34.7% | -28.3% | -12.0% |
| 1Y | +10.7% | +24.9% | -14.2% | -0.3% |
| All | +10.7% | +27.8% | -17.1% | -0.3% |
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