+182.6%
ESI vs TMF
-70.3%
+253.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -8.5% | +1.2% | -9.7% | -8.3% |
| 30D | -15.7% | +19.7% | -35.4% | -13.6% |
| 3M | -18.2% | -2.1% | -16.1% | -18.3% |
| 6M | -28.8% | -13.4% | -15.4% | -30.0% |
| YTD | +26.3% | -16.7% | +43.0% | +23.6% |
| 1Y | +18.2% | -23.3% | +41.6% | +14.4% |
| 3Y | +68.1% | -24.8% | +92.9% | +65.6% |
| 5Y | +28.8% | -88.0% | +116.8% | -14.1% |
| 10Y | +329.8% | -84.7% | +414.6% | +256.9% |
| All | +182.6% | -70.3% | +253.0% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling