+31.5%
ESI vs TMF
-26.8%
+58.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.6% | -5.1% | +0.4% | -3.2% |
| 30D | -10.5% | -4.6% | -5.9% | -9.3% |
| 3M | -19.8% | -16.6% | -3.2% | -15.5% |
| 6M | +5.8% | -19.9% | +25.7% | +11.6% |
| YTD | +38.3% | -20.2% | +58.5% | +47.0% |
| 1Y | +31.5% | -27.7% | +59.2% | +39.3% |
| All | +31.5% | -26.8% | +58.3% | +39.3% |
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