+48.2%
TSEM vs ESI
+21.7%
+26.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.2% |
| 7D | +7.0% | +5.5% | +1.4% | +1.9% |
| 30D | -29.8% | -7.8% | -22.0% | -22.9% |
| 3M | -41.9% | -15.0% | -26.9% | -31.2% |
| 6M | -45.8% | -24.9% | -20.9% | -28.3% |
| YTD | +25.1% | +33.2% | -8.1% | +20.9% |
| 1Y | +48.2% | +24.9% | +23.3% | +49.8% |
| All | +48.2% | +21.7% | +26.5% | +49.8% |
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