+667.3%
TSEM vs ESI
+77.4%
+589.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | +10.4% | +5.4% | +5.0% | +7.2% |
| 30D | -12.9% | -4.2% | -8.7% | -10.5% |
| 3M | -9.2% | -9.6% | +0.4% | -1.9% |
| 6M | +98.8% | +18.3% | +80.4% | +90.5% |
| YTD | +87.2% | +45.8% | +41.4% | +61.5% |
| 1Y | +239.0% | +39.2% | +199.8% | +198.5% |
| 3Y | +679.5% | +86.3% | +593.2% | +503.2% |
| 5Y | +667.3% | +76.2% | +591.0% | +514.7% |
| All | +667.3% | +77.4% | +589.8% | +514.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling