+69.1%
TGT vs ES
+53.3%
+15.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +2.6% | +2.7% | -0.1% | +1.8% |
| 30D | +4.7% | +7.6% | -2.9% | +2.3% |
| 3M | +4.6% | +0.5% | +4.1% | +4.2% |
| 6M | +34.9% | +7.6% | +27.3% | +31.6% |
| YTD | +70.9% | +10.2% | +60.7% | +65.0% |
| 1Y | +84.4% | +1.8% | +82.5% | +81.8% |
| 3Y | +69.1% | +55.4% | +13.7% | +32.2% |
| All | +69.1% | +53.3% | +15.8% | +32.2% |
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 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