+208.2%
TGT vs ES
+83.1%
+125.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +4.4% | -1.0% | +5.4% | +4.7% |
| 3M | +25.4% | +1.5% | +23.9% | +24.6% |
| 6M | +33.4% | -3.5% | +36.9% | +34.5% |
| YTD | +65.6% | +7.0% | +58.6% | +61.1% |
| 1Y | +80.3% | +15.3% | +65.0% | +70.3% |
| 3Y | +42.1% | +30.2% | +11.9% | +26.8% |
| 5Y | -25.0% | -4.3% | -20.7% | -26.4% |
| 10Y | +208.2% | +87.5% | +120.7% | +191.8% |
| All | +208.2% | +83.1% | +125.1% | +191.8% |
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