+17.4%
TTMI vs ESI
+21.7%
-4.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.0% |
| 7D | +11.4% | +5.5% | +5.9% | +5.2% |
| 30D | -28.3% | -7.8% | -20.5% | -17.5% |
| 3M | -46.7% | -15.0% | -31.6% | -32.7% |
| 6M | -56.1% | -24.9% | -31.2% | -37.6% |
| YTD | +7.4% | +33.2% | -25.9% | -7.4% |
| 1Y | +17.4% | +24.9% | -7.5% | +8.2% |
| All | +17.4% | +21.7% | -4.3% | +8.2% |
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