+73.8%
TFC vs ESI
+318.1%
-244.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +1.2% | +5.5% | -4.3% | -1.5% |
| 30D | +9.7% | -7.8% | +17.4% | +12.8% |
| 3M | -4.8% | -15.0% | +10.2% | +1.0% |
| 6M | +8.4% | -24.9% | +33.3% | +19.3% |
| YTD | +4.7% | +33.2% | -28.5% | -17.8% |
| 1Y | +15.0% | +24.9% | -10.0% | -6.9% |
| 3Y | +93.9% | +77.8% | +16.2% | +24.5% |
| 5Y | +0.6% | +37.1% | -36.5% | -26.8% |
| All | +73.8% | +318.1% | -244.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling