+852.7%
TSEM vs ESI
+321.1%
+531.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.5% |
| 7D | +20.5% | +8.3% | +12.2% | +16.0% |
| 30D | -29.0% | -10.4% | -18.5% | -24.0% |
| 3M | -39.4% | -13.2% | -26.2% | -33.8% |
| 6M | -28.5% | -23.9% | -4.6% | -15.8% |
| YTD | +34.4% | +34.2% | +0.2% | +24.0% |
| 1Y | +48.3% | +22.2% | +26.1% | +42.4% |
| 3Y | +543.5% | +79.2% | +464.3% | +425.3% |
| 5Y | +331.4% | +38.1% | +293.3% | +279.5% |
| All | +852.7% | +321.1% | +531.6% | +402.9% |
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