+397.0%
TSM vs ESI
+81.9%
+315.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | -0.1% | +1.2% |
| 7D | +2.7% | +3.3% | -0.6% | +0.8% |
| 30D | +3.6% | -5.9% | +9.5% | +7.1% |
| 3M | -3.4% | -14.1% | +10.7% | +4.8% |
| 6M | +20.6% | +6.6% | +14.0% | +13.8% |
| YTD | +41.9% | +45.0% | -3.2% | +10.6% |
| 1Y | +84.4% | +41.5% | +42.9% | +44.9% |
| All | +397.0% | +81.9% | +315.1% | +231.0% |
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