+1,097.3%
TTMI vs ESI
+224.6%
+872.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +7.6% |
| 7D | +5.9% | +3.3% | +2.5% | +4.4% |
| 30D | -4.3% | -5.9% | +1.6% | -1.3% |
| 3M | -32.0% | -14.1% | -18.0% | -26.4% |
| 6M | +19.5% | +6.6% | +12.9% | +19.8% |
| YTD | +82.0% | +45.0% | +37.0% | +61.6% |
| 1Y | +172.6% | +41.5% | +131.2% | +145.5% |
| 3Y | +744.7% | +78.8% | +665.9% | +597.7% |
| 5Y | +805.6% | +70.9% | +734.7% | +652.5% |
| 10Y | +1,057.6% | +317.1% | +740.5% | +609.0% |
| All | +1,097.3% | +224.6% | +872.7% | +823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling