-47.3%
TE vs ES
-5.6%
-41.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -15.9% | -2.0% | -13.9% | -15.4% |
| 3M | -60.5% | +1.7% | -62.2% | -61.2% |
| 6M | -35.2% | -3.5% | -31.7% | -35.1% |
| YTD | -31.1% | +7.9% | -39.0% | -34.5% |
| 1Y | +148.6% | +17.2% | +131.5% | +127.0% |
| 3Y | -26.4% | +29.3% | -55.7% | -38.1% |
| All | -47.3% | -5.6% | -41.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling