-3.0%
TFC vs ESI
+28.5%
-31.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.7% |
| 7D | +1.2% | -8.5% | +9.7% | +4.6% |
| 30D | +8.3% | -15.7% | +24.0% | +15.2% |
| 3M | -5.2% | -18.2% | +13.1% | +1.5% |
| 6M | -0.8% | -28.8% | +28.0% | +10.3% |
| YTD | +3.4% | +26.3% | -22.8% | -17.3% |
| 1Y | +17.0% | +18.2% | -1.2% | -3.3% |
| 3Y | +86.2% | +68.1% | +18.1% | +19.0% |
| All | -3.0% | +28.5% | -31.5% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling