+80.5%
TSEM vs ESI
+27.8%
+52.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -4.4% |
| 7D | -23.1% | -6.6% | -16.5% | -17.6% |
| 30D | -40.4% | -10.9% | -29.5% | -32.9% |
| 3M | -37.9% | -13.8% | -24.1% | -27.9% |
| 6M | -30.8% | -21.5% | -9.3% | -11.5% |
| YTD | +26.7% | +34.7% | -8.0% | +19.1% |
| 1Y | +80.5% | +24.9% | +55.6% | +81.0% |
| All | +80.5% | +27.8% | +52.6% | +81.0% |
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