+59.7%
TEM vs ESI
+41.2%
+18.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | +3.2% | +5.4% | -2.1% | -0.8% |
| 30D | +23.5% | -4.2% | +27.7% | +26.8% |
| 3M | +32.3% | -9.6% | +41.9% | +36.4% |
| 6M | +23.0% | +18.3% | +4.7% | -7.0% |
| YTD | +8.9% | +45.8% | -37.0% | -36.2% |
| 1Y | -19.9% | +39.2% | -59.0% | -50.9% |
| All | +59.7% | +41.2% | +18.5% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling