+14,122.2%
TDG vs ES
+629.3%
+13,492.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +11.2% | +6.7% | +4.4% | +8.0% |
| 3M | +0.2% | +0.3% | -0.1% | -0.1% |
| 6M | +3.9% | +7.4% | -3.5% | +0.4% |
| YTD | -6.4% | +8.4% | -14.8% | -10.3% |
| 1Y | -3.8% | +0.6% | -4.4% | -5.4% |
| 3Y | +46.8% | +50.6% | -3.9% | +16.3% |
| 5Y | +128.3% | +4.8% | +123.5% | +112.0% |
| 10Y | +569.3% | +93.1% | +476.2% | +322.6% |
| All | +14,122.2% | +629.3% | +13,492.9% | +4,625.8% |
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