-51.7%
TTMI vs ESI
-23.0%
-28.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +3.3% |
| 7D | +7.2% | +1.8% | +5.4% | +5.9% |
| 30D | -28.7% | -6.6% | -22.1% | -17.9% |
| 3M | -39.8% | -9.4% | -30.4% | -27.7% |
| 6M | -51.7% | -24.1% | -27.6% | -31.4% |
| All | -51.7% | -23.0% | -28.7% | -31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling