+2,814.5%
TSEM vs ESI
+198.2%
+2,616.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.7% |
| 7D | +7.0% | +5.5% | +1.4% | +5.0% |
| 30D | -29.8% | -7.8% | -22.0% | -26.8% |
| 3M | -41.9% | -15.0% | -26.9% | -37.3% |
| 6M | -45.8% | -24.9% | -20.9% | -38.0% |
| YTD | +25.1% | +33.2% | -8.1% | +18.1% |
| 1Y | +48.2% | +24.9% | +23.3% | +43.0% |
| 3Y | +476.5% | +77.8% | +398.7% | +397.0% |
| 5Y | +301.4% | +37.1% | +264.3% | +266.1% |
| 10Y | +812.9% | +320.5% | +492.4% | +493.1% |
| All | +2,814.5% | +198.2% | +2,616.3% | +2,012.9% |
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