+109.8%
TEM vs ESI
+28.5%
+81.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.1% | +5.9% | +7.3% |
| 7D | +7.6% | -3.5% | +11.1% | +10.5% |
| 30D | +19.0% | -9.3% | +28.3% | +27.8% |
| 3M | +62.2% | -12.8% | +75.0% | +76.6% |
| 6M | +69.4% | -24.6% | +94.0% | +98.4% |
| YTD | +43.0% | +32.7% | +10.3% | -11.2% |
| 1Y | +18.0% | +20.3% | -2.3% | -18.2% |
| All | +109.8% | +28.5% | +81.3% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling