+873.0%
TTMI vs ESI
+81.4%
+791.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -2.9% |
| 7D | +7.5% | +3.9% | +3.6% | +4.2% |
| 30D | -4.5% | -3.8% | -0.7% | -0.5% |
| 3M | -28.5% | -13.1% | -15.4% | -18.4% |
| 6M | +28.4% | +11.3% | +17.0% | +22.1% |
| YTD | +80.1% | +44.1% | +36.0% | +42.4% |
| 1Y | +161.0% | +40.3% | +120.7% | +111.5% |
| All | +873.0% | +81.4% | +791.6% | +498.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling