+2,700.1%
TSM vs ESI
+197.1%
+2,503.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.9% |
| 7D | -2.5% | -3.5% | +0.9% | -1.2% |
| 30D | -14.3% | -9.3% | -5.0% | -11.4% |
| 3M | -7.2% | -12.8% | +5.6% | -3.1% |
| 6M | -5.1% | -24.6% | +19.5% | +3.5% |
| YTD | +28.9% | +32.7% | -3.9% | +18.1% |
| 1Y | +37.1% | +20.3% | +16.8% | +29.1% |
| 3Y | +341.5% | +80.2% | +261.3% | +272.1% |
| 5Y | +245.7% | +40.0% | +205.7% | +207.0% |
| 10Y | +1,502.2% | +310.8% | +1,191.5% | +1,020.9% |
| All | +2,700.1% | +197.1% | +2,503.0% | +1,907.3% |
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 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