+75.7%
ESI vs TMF
-87.5%
+163.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.9% |
| 7D | +3.3% | -1.4% | +4.8% | +3.4% |
| 30D | -5.9% | -2.8% | -3.0% | -5.7% |
| 3M | -14.1% | -10.9% | -3.2% | -13.5% |
| 6M | +6.6% | -21.3% | +27.9% | +8.0% |
| YTD | +45.0% | -15.9% | +60.9% | +46.5% |
| 1Y | +41.5% | -15.7% | +57.2% | +42.7% |
| 3Y | +78.8% | -43.4% | +122.1% | +80.6% |
| All | +75.7% | -87.5% | +163.2% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling