+1,259.9%
TSEM vs ESI
+310.7%
+949.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -1.8% |
| 7D | +0.9% | -2.3% | +3.2% | +2.1% |
| 30D | -16.6% | -9.0% | -7.6% | -12.6% |
| 3M | -10.9% | -13.3% | +2.3% | -3.0% |
| 6M | +78.0% | +5.3% | +72.7% | +79.7% |
| YTD | +77.2% | +37.6% | +39.6% | +59.5% |
| 1Y | +207.6% | +33.6% | +174.0% | +179.9% |
| 3Y | +637.8% | +75.8% | +562.1% | +499.4% |
| 5Y | +617.0% | +68.6% | +548.4% | +476.2% |
| All | +1,259.9% | +310.7% | +949.2% | +688.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling