-53.2%
TE vs ES
+8.0%
-61.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -15.9% | -2.0% | -13.9% | -15.6% |
| 3M | -60.5% | +1.7% | -62.2% | -60.9% |
| 6M | -35.2% | -3.5% | -31.7% | -35.2% |
| YTD | -31.1% | +7.9% | -39.0% | -32.9% |
| 1Y | +148.6% | +17.2% | +131.5% | +138.0% |
| 3Y | -26.4% | +29.3% | -55.7% | -32.0% |
| 5Y | -48.0% | -5.7% | -42.3% | -50.5% |
| All | -53.2% | +8.0% | -61.2% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling