-10.1%
TSM vs ESI
-29.2%
+19.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.2% |
| 7D | -7.6% | -8.5% | +1.0% | -2.5% |
| 30D | -20.5% | -15.7% | -4.8% | -12.5% |
| 3M | -10.0% | -18.2% | +8.3% | +0.5% |
| 6M | -10.1% | -28.8% | +18.8% | +6.9% |
| All | -10.1% | -29.2% | +19.1% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling