+299.8%
TD vs ES
+83.5%
+216.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | +8.2% | +7.1% | +1.2% | +6.0% |
| 3M | +1.7% | -1.9% | +3.6% | +2.1% |
| 6M | +14.2% | +4.4% | +9.9% | +12.3% |
| YTD | +32.8% | +7.3% | +25.4% | +29.0% |
| 1Y | +55.5% | +2.1% | +53.3% | +52.8% |
| 3Y | +129.6% | +41.8% | +87.8% | +99.4% |
| 5Y | +102.2% | +1.4% | +100.7% | +94.5% |
| All | +299.8% | +83.5% | +216.3% | +253.6% |
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