+13,805.5%
TDG vs ES
+641.6%
+13,164.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +1.7% | +2.7% | -1.0% | +0.6% |
| 30D | +9.7% | +7.6% | +2.1% | +6.2% |
| 3M | -2.3% | +0.5% | -2.8% | -2.8% |
| 6M | +1.3% | +7.6% | -6.3% | -2.1% |
| YTD | -8.5% | +10.2% | -18.7% | -13.0% |
| 1Y | -8.1% | +1.8% | -10.0% | -10.1% |
| 3Y | +43.4% | +55.4% | -12.0% | +12.1% |
| 5Y | +127.8% | +7.3% | +120.5% | +109.3% |
| 10Y | +554.4% | +96.4% | +458.0% | +310.3% |
| All | +13,805.5% | +641.6% | +13,164.0% | +4,487.9% |
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