+15.7%
TFC vs ESI
+23.9%
-8.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.3% |
| 7D | -1.2% | +1.8% | -3.0% | -1.4% |
| 30D | +7.8% | -6.6% | +14.3% | +8.2% |
| 3M | -3.0% | -9.4% | +6.4% | -2.3% |
| 6M | +5.8% | -24.1% | +29.9% | +8.0% |
| YTD | +5.3% | +37.1% | -31.8% | -6.7% |
| 1Y | +15.7% | +24.5% | -8.9% | +5.3% |
| All | +15.7% | +23.9% | -8.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling