-11.8%
TDG vs ES
+11.9%
-23.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.9% | -3.6% | +1.7% | -1.4% |
| 30D | -7.7% | -4.2% | -3.5% | -7.2% |
| 3M | -9.3% | +0.1% | -9.5% | -9.3% |
| 6M | -9.4% | -6.2% | -3.1% | -9.2% |
| YTD | -14.3% | +4.1% | -18.3% | -14.4% |
| 1Y | -11.8% | +10.2% | -22.0% | -12.3% |
| All | -11.8% | +11.9% | -23.8% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling