+97.2%
TFC vs ESI
+308.3%
-211.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -1.3% | +3.9% | -5.2% | -3.1% |
| 30D | -2.3% | -3.8% | +1.4% | -0.8% |
| 3M | +2.5% | -13.1% | +15.6% | +7.0% |
| 6M | +9.5% | +11.3% | -1.9% | -1.4% |
| YTD | +5.1% | +44.1% | -39.0% | -18.6% |
| 1Y | +15.5% | +40.3% | -24.9% | -10.1% |
| 3Y | +95.2% | +84.1% | +11.1% | +27.6% |
| 5Y | +14.5% | +75.8% | -61.3% | -25.0% |
| 10Y | +97.2% | +320.7% | -223.5% | -20.0% |
| All | +97.2% | +308.3% | -211.1% | -20.0% |
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