-31.8%
TE vs ES
+46.3%
-78.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.1% |
| 7D | -12.6% | +1.9% | -14.5% | -13.1% |
| 30D | -36.7% | +7.1% | -43.8% | -37.9% |
| 3M | -57.5% | -1.9% | -55.5% | -57.4% |
| 6M | -55.2% | +4.4% | -59.6% | -56.3% |
| YTD | -64.7% | +7.3% | -72.0% | -66.2% |
| 1Y | -35.9% | +2.1% | -38.0% | -37.9% |
| 3Y | -31.8% | +41.8% | -73.6% | -50.9% |
| All | -31.8% | +46.3% | -78.1% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling