+2,828.6%
TSEM vs ESI
+195.2%
+2,633.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | -9.5% | -6.6% | -2.9% | -6.6% |
| 30D | -35.5% | -9.8% | -25.6% | -32.1% |
| 3M | -41.6% | -11.9% | -29.6% | -37.7% |
| 6M | -30.1% | -25.1% | -5.0% | -19.9% |
| YTD | +25.7% | +31.9% | -6.2% | +19.1% |
| 1Y | +50.5% | +19.2% | +31.3% | +47.4% |
| 3Y | +501.7% | +76.2% | +425.6% | +420.2% |
| 5Y | +310.9% | +39.4% | +271.5% | +273.2% |
| 10Y | +849.8% | +304.9% | +544.9% | +522.2% |
| All | +2,828.6% | +195.2% | +2,633.3% | +2,029.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling