+462.1%
TTMI vs ESI
+84.3%
+377.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +5.2% |
| 7D | +7.2% | +1.8% | +5.4% | +6.7% |
| 30D | -28.7% | -6.6% | -22.1% | -20.8% |
| 3M | -39.8% | -9.4% | -30.4% | -30.9% |
| 6M | -51.7% | -24.1% | -27.6% | -35.7% |
| YTD | +14.1% | +37.1% | -23.1% | -1.1% |
| 1Y | +16.0% | +24.5% | -8.6% | +7.9% |
| All | +462.1% | +84.3% | +377.8% | +283.8% |
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