+396.5%
TTMI vs ESI
+318.1%
+78.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.4% |
| 7D | +11.4% | +5.5% | +5.9% | +8.1% |
| 30D | -28.3% | -7.8% | -20.5% | -22.1% |
| 3M | -46.7% | -15.0% | -31.6% | -38.6% |
| 6M | -56.1% | -24.9% | -31.2% | -45.1% |
| YTD | +7.4% | +33.2% | -25.9% | -1.4% |
| 1Y | +17.4% | +24.9% | -7.5% | +11.8% |
| 3Y | +429.1% | +77.8% | +351.4% | +317.3% |
| 5Y | +418.8% | +37.1% | +381.6% | +355.0% |
| All | +396.5% | +318.1% | +78.5% | +147.0% |
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