+68.1%
ESI vs TMF
-25.3%
+93.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -8.5% | +1.2% | -9.7% | -8.7% |
| 30D | -15.7% | +19.7% | -35.4% | -17.9% |
| 3M | -18.2% | -2.1% | -16.1% | -18.1% |
| 6M | -28.8% | -13.4% | -15.4% | -27.5% |
| YTD | +26.3% | -16.7% | +43.0% | +29.2% |
| 1Y | +18.2% | -23.3% | +41.6% | +21.9% |
| 3Y | +68.1% | -24.8% | +92.9% | +68.3% |
| All | +68.1% | -25.3% | +93.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling