+679.5%
TSEM vs ESI
+82.9%
+596.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | +10.4% | +5.4% | +5.0% | +6.5% |
| 30D | -12.9% | -4.2% | -8.7% | -10.0% |
| 3M | -9.2% | -9.6% | +0.4% | -0.4% |
| 6M | +98.8% | +18.3% | +80.4% | +88.6% |
| YTD | +87.2% | +45.8% | +41.4% | +55.7% |
| 1Y | +239.0% | +39.2% | +199.8% | +189.0% |
| 3Y | +679.5% | +86.3% | +593.2% | +467.3% |
| All | +679.5% | +82.9% | +596.6% | +467.3% |
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