+20.9%
TTMI vs ESI
+22.6%
-1.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -0.5% |
| 7D | +22.6% | +8.3% | +14.3% | +12.4% |
| 30D | -34.3% | -10.4% | -23.9% | -22.0% |
| 3M | -44.8% | -13.2% | -31.6% | -31.9% |
| 6M | -53.3% | -23.9% | -29.4% | -34.5% |
| YTD | +10.6% | +34.2% | -23.6% | -5.5% |
| All | +20.9% | +22.6% | -1.7% | +10.5% |
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