-78.9%
TE vs ES
+7.1%
-86.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.6% |
| 7D | -26.9% | +0.9% | -27.7% | -27.1% |
| 30D | -38.9% | +5.9% | -44.9% | -39.7% |
| 3M | -61.0% | -1.0% | -60.0% | -61.0% |
| 6M | -66.4% | +7.2% | -73.6% | -67.0% |
| YTD | -69.0% | +7.0% | -76.0% | -69.8% |
| 1Y | -54.0% | +0.5% | -54.5% | -54.6% |
| 3Y | +38.0% | +48.7% | -10.7% | +24.5% |
| 5Y | -81.0% | +1.9% | -82.9% | -81.9% |
| All | -78.9% | +7.1% | -86.0% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling