+24.5%
ESI vs TMF
-26.6%
+51.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +1.8% | -3.4% | +5.2% | +2.6% |
| 30D | -6.6% | +11.5% | -18.1% | -10.8% |
| 3M | -9.4% | -4.5% | -4.9% | -7.5% |
| 6M | -24.1% | -15.0% | -9.2% | -18.5% |
| YTD | +37.1% | -19.9% | +57.0% | +50.8% |
| 1Y | +24.5% | -26.6% | +51.1% | +44.6% |
| All | +24.5% | -26.6% | +51.2% | +44.6% |
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