+310.8%
ESI vs TMF
-83.0%
+393.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.4% |
| 30D | -9.3% | +16.3% | -25.6% | -8.0% |
| 3M | -12.8% | -2.7% | -10.1% | -12.8% |
| 6M | -24.6% | -13.2% | -11.4% | -25.4% |
| YTD | +32.7% | -16.7% | +49.4% | +30.9% |
| 1Y | +20.3% | -22.7% | +43.0% | +17.7% |
| 3Y | +80.2% | -26.1% | +106.3% | +78.4% |
| 5Y | +40.0% | -88.4% | +128.4% | -3.5% |
| 10Y | +310.8% | -81.8% | +392.6% | +275.0% |
| All | +310.8% | -83.0% | +393.8% | +275.0% |
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