+1,084.3%
TTMI vs ESI
+310.7%
+773.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | +1.1% |
| 7D | +6.0% | -2.3% | +8.3% | +7.6% |
| 30D | -6.4% | -9.0% | +2.6% | -0.5% |
| 3M | -28.9% | -13.3% | -15.7% | -21.4% |
| 6M | +26.9% | +5.3% | +21.6% | +27.2% |
| YTD | +77.3% | +37.6% | +39.7% | +54.5% |
| 1Y | +147.5% | +33.6% | +113.9% | +120.2% |
| 3Y | +847.6% | +75.8% | +771.9% | +628.9% |
| 5Y | +802.2% | +68.6% | +733.6% | +595.9% |
| All | +1,084.3% | +310.7% | +773.6% | +486.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling