+8,037.8%
TD vs ES
+1,286.0%
+6,751.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| YTD | +32.8% | +7.3% | +25.4% | +29.1% |
| 1Y | +55.5% | +2.1% | +53.3% | +52.9% |
| 3Y | +129.6% | +41.8% | +87.8% | +101.0% |
| 5Y | +102.2% | +1.4% | +100.7% | +94.3% |
| 10Y | +306.3% | +86.8% | +219.5% | +216.3% |
| All | +8,037.8% | +1,286.0% | +6,751.8% | +3,720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling