-48.5%
TE vs ES
+8.7%
-57.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.9% |
| 7D | +18.2% | +1.4% | +16.8% | +18.0% |
| 30D | -13.5% | -1.2% | -12.3% | -13.3% |
| 3M | -44.6% | +5.0% | -49.6% | -45.4% |
| 6M | -24.7% | -2.8% | -21.9% | -24.7% |
| YTD | -24.3% | +8.6% | -32.8% | -26.2% |
| 1Y | +155.6% | +18.9% | +136.6% | +144.0% |
| 3Y | -18.3% | +32.1% | -50.4% | -24.7% |
| 5Y | -41.3% | -5.1% | -36.2% | -44.2% |
| All | -48.5% | +8.7% | -57.2% | -50.8% |
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 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