+52.2%
TEM vs ESI
+39.5%
+12.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -3.8% |
| 7D | -1.1% | +3.9% | -5.0% | -3.9% |
| 30D | +11.3% | -3.8% | +15.1% | +14.0% |
| 3M | +25.5% | -13.1% | +38.7% | +33.9% |
| 6M | +17.1% | +11.3% | +5.8% | -5.7% |
| YTD | +3.8% | +44.1% | -40.3% | -38.6% |
| 1Y | -24.4% | +40.3% | -64.7% | -54.4% |
| All | +52.2% | +39.5% | +12.7% | -1.8% |
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