+77.9%
TEM vs ESI
+29.0%
+48.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.1% |
| 7D | -5.9% | +5.5% | -11.4% | -9.3% |
| 30D | +4.8% | -7.8% | +12.6% | +11.2% |
| 3M | +31.9% | -15.0% | +46.9% | +46.6% |
| 6M | +56.0% | -24.9% | +80.9% | +83.7% |
| YTD | +21.3% | +33.2% | -12.0% | -24.9% |
| 1Y | +5.4% | +24.9% | -19.6% | -30.0% |
| All | +77.9% | +29.0% | +48.9% | +20.2% |
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