+253.1%
TSEM vs ESI
+44.5%
+208.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.9% | +4.9% | +5.4% |
| 7D | +6.9% | +3.3% | +3.6% | +4.1% |
| 30D | +5.3% | -5.9% | +11.2% | +10.9% |
| 3M | -14.9% | -14.1% | -0.8% | -1.6% |
| 6M | +80.0% | +6.6% | +73.5% | +85.2% |
| YTD | +89.4% | +45.0% | +44.3% | +64.7% |
| 1Y | +253.1% | +41.5% | +211.6% | +215.7% |
| All | +253.1% | +44.5% | +208.5% | +215.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling