+15.6%
TFC vs ESI
+77.4%
-61.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +2.2% | +5.4% | -3.1% | -0.1% |
| 30D | -2.5% | -4.2% | +1.7% | -0.9% |
| 3M | +4.5% | -9.6% | +14.2% | +6.6% |
| 6M | +11.0% | +18.3% | -7.4% | -3.2% |
| YTD | +5.9% | +45.8% | -39.9% | -18.7% |
| 1Y | +14.6% | +39.2% | -24.6% | -10.5% |
| 3Y | +96.7% | +86.3% | +10.5% | +24.8% |
| 5Y | +15.6% | +76.2% | -60.6% | -28.0% |
| All | +15.6% | +77.4% | -61.9% | -28.0% |
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 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