+501.7%
TSEM vs ESI
+78.7%
+423.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.6% |
| 7D | -9.5% | -6.6% | -2.9% | -3.8% |
| 30D | -35.5% | -9.8% | -25.6% | -29.0% |
| 3M | -41.6% | -11.9% | -29.6% | -34.3% |
| 6M | -30.1% | -25.1% | -5.0% | -10.6% |
| YTD | +25.7% | +31.9% | -6.2% | +14.6% |
| 1Y | +50.5% | +19.2% | +31.3% | +45.7% |
| 3Y | +501.7% | +76.2% | +425.6% | +346.7% |
| All | +501.7% | +78.7% | +423.0% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling