+294.4%
TD vs ES
+98.2%
+196.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +1.1% | +2.7% | -1.6% | +0.3% |
| 30D | +5.2% | +7.6% | -2.4% | +2.9% |
| 3M | +1.2% | +0.5% | +0.7% | +0.9% |
| 6M | +17.7% | +7.6% | +10.1% | +14.7% |
| YTD | +34.2% | +10.2% | +24.0% | +29.4% |
| 1Y | +55.4% | +1.8% | +53.6% | +53.0% |
| 3Y | +130.4% | +55.4% | +75.0% | +94.2% |
| 5Y | +101.8% | +7.3% | +94.5% | +90.7% |
| All | +294.4% | +98.2% | +196.2% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling