+304.5%
ESI vs TMF
-86.8%
+391.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +3.0% |
| 7D | +3.3% | -1.4% | +4.8% | +3.2% |
| 30D | -5.9% | -2.8% | -3.0% | -6.1% |
| 3M | -14.1% | -10.9% | -3.2% | -14.9% |
| 6M | +6.6% | -21.3% | +27.9% | +4.4% |
| YTD | +45.0% | -15.9% | +60.9% | +43.0% |
| 1Y | +41.5% | -15.7% | +57.2% | +39.6% |
| 3Y | +78.8% | -43.4% | +122.1% | +70.3% |
| 5Y | +70.9% | -87.8% | +158.6% | +21.8% |
| All | +304.5% | -86.8% | +391.3% | +299.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling