+4,311.5%
TSEM vs ESI
+224.6%
+4,086.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.9% | +4.9% | +6.8% |
| 7D | +6.9% | +3.3% | +3.6% | +5.7% |
| 30D | +5.3% | -5.9% | +11.2% | +7.9% |
| 3M | -14.9% | -14.1% | -0.8% | -8.7% |
| 6M | +80.0% | +6.6% | +73.5% | +80.5% |
| YTD | +89.4% | +45.0% | +44.3% | +70.7% |
| 1Y | +253.1% | +41.5% | +211.6% | +220.9% |
| 3Y | +642.1% | +78.8% | +563.4% | +524.4% |
| 5Y | +659.1% | +70.9% | +588.2% | +534.2% |
| 10Y | +1,291.4% | +317.1% | +974.3% | +776.1% |
| All | +4,311.5% | +224.6% | +4,086.9% | +2,953.6% |
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