+322.0%
TSM vs ESI
+67.9%
+254.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.2% |
| 7D | -7.6% | -8.5% | +1.0% | -2.4% |
| 30D | -20.5% | -15.7% | -4.8% | -12.2% |
| 3M | -10.0% | -18.2% | +8.3% | +0.7% |
| 6M | -10.1% | -28.8% | +18.8% | +8.0% |
| YTD | +24.5% | +26.3% | -1.7% | +4.8% |
| 1Y | +31.2% | +18.2% | +12.9% | +14.5% |
| 3Y | +322.0% | +68.1% | +253.9% | +193.3% |
| All | +322.0% | +67.9% | +254.0% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling