+210.0%
TGT vs ES
+92.3%
+117.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.1% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +6.7% | +6.7% | -0.1% | +4.3% |
| 3M | +8.4% | +0.3% | +8.1% | +8.2% |
| 6M | +40.7% | +7.4% | +33.3% | +37.1% |
| YTD | +72.2% | +8.4% | +63.8% | +66.7% |
| 1Y | +86.2% | +0.6% | +85.5% | +84.2% |
| 3Y | +68.8% | +50.6% | +18.2% | +43.1% |
| 5Y | -25.2% | +4.8% | -30.0% | -28.7% |
| 10Y | +210.0% | +93.1% | +116.9% | +189.4% |
| All | +210.0% | +92.3% | +117.7% | +189.4% |
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