+2,982.1%
TSM vs ESI
+224.6%
+2,757.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | -0.1% | +1.9% |
| 7D | +2.7% | +3.3% | -0.6% | +1.7% |
| 30D | +3.6% | -5.9% | +9.5% | +5.5% |
| 3M | -3.4% | -14.1% | +10.7% | +1.2% |
| 6M | +20.6% | +6.6% | +14.0% | +17.9% |
| YTD | +41.9% | +45.0% | -3.2% | +26.3% |
| 1Y | +84.4% | +41.5% | +42.9% | +65.1% |
| 3Y | +380.2% | +78.8% | +301.5% | +302.8% |
| 5Y | +275.3% | +70.9% | +204.4% | +215.9% |
| 10Y | +1,751.4% | +317.1% | +1,434.3% | +1,166.9% |
| All | +2,982.1% | +224.6% | +2,757.5% | +2,047.0% |
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 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