+24.9%
ESI vs TMF
-23.9%
+48.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.2% |
| 7D | -6.6% | +4.0% | -10.5% | -7.6% |
| 30D | -10.9% | +19.5% | -30.4% | -16.6% |
| 3M | -13.8% | -3.5% | -10.3% | -11.9% |
| 6M | -21.5% | -10.6% | -11.0% | -17.2% |
| YTD | +34.7% | -17.1% | +51.7% | +46.3% |
| 1Y | +24.9% | -24.3% | +49.2% | +39.2% |
| All | +24.9% | -23.9% | +48.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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