+79.0%
ESI vs TMF
-31.3%
+110.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.6% |
| 7D | +8.3% | -8.2% | +16.5% | +9.4% |
| 30D | -10.4% | +5.3% | -15.8% | -11.4% |
| 3M | -13.2% | -8.5% | -4.7% | -12.3% |
| 6M | -23.9% | -17.2% | -6.7% | -22.0% |
| YTD | +34.2% | -23.4% | +57.6% | +38.7% |
| 1Y | +22.2% | -30.2% | +52.5% | +27.5% |
| All | +79.0% | -31.3% | +110.3% | +83.6% |
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 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