+53.4%
TEM vs ESI
-13.2%
+66.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.1% | +5.9% | +8.5% |
| 7D | +7.6% | -3.5% | +11.1% | +8.5% |
| 30D | +19.0% | -9.3% | +28.3% | +21.4% |
| All | +53.4% | -13.2% | +66.5% | +54.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling