+148.6%
TE vs ES
+16.6%
+132.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -15.9% | -2.0% | -13.9% | -16.0% |
| 3M | -60.5% | +1.7% | -62.2% | -60.9% |
| 6M | -35.2% | -3.5% | -31.7% | -35.9% |
| YTD | -31.1% | +7.9% | -39.0% | -34.0% |
| 1Y | +148.6% | +17.2% | +131.5% | +145.9% |
| All | +148.6% | +16.6% | +132.1% | +145.9% |
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 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