+1,753.6%
TSM vs ESI
+307.6%
+1,446.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +6.0% | +5.4% | +0.7% | +3.7% |
| 30D | +4.5% | -4.2% | +8.7% | +6.4% |
| 3M | +3.1% | -9.6% | +12.7% | +7.3% |
| 6M | +30.2% | +18.3% | +11.9% | +20.4% |
| YTD | +45.2% | +45.8% | -0.6% | +22.6% |
| 1Y | +79.6% | +39.2% | +40.4% | +54.1% |
| 3Y | +411.0% | +86.3% | +324.7% | +288.8% |
| 5Y | +290.7% | +76.2% | +214.5% | +199.4% |
| 10Y | +1,753.6% | +306.8% | +1,446.8% | +978.7% |
| All | +1,753.6% | +307.6% | +1,446.0% | +978.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling