-54.0%
TE vs ES
-0.1%
-53.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.6% |
| 7D | -26.9% | +0.9% | -27.7% | -26.9% |
| 30D | -38.9% | +5.9% | -44.9% | -38.9% |
| 3M | -61.0% | -1.0% | -60.0% | -61.1% |
| 6M | -66.4% | +7.2% | -73.6% | -67.2% |
| YTD | -69.0% | +7.0% | -76.0% | -70.8% |
| 1Y | -54.0% | +0.5% | -54.5% | -54.3% |
| All | -54.0% | -0.1% | -53.9% | -54.3% |
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