+97.3%
TEM vs ESI
+32.8%
+64.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.3% | -4.3% |
| 7D | +5.1% | +1.8% | +3.2% | +3.8% |
| 30D | +16.8% | -6.6% | +23.4% | +22.6% |
| 3M | +42.6% | -9.4% | +52.0% | +50.8% |
| 6M | +63.9% | -24.1% | +88.0% | +92.1% |
| YTD | +34.5% | +37.1% | -2.6% | -18.5% |
| 1Y | +11.0% | +24.5% | -13.6% | -25.1% |
| All | +97.3% | +32.8% | +64.6% | +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 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