-22.7%
TGT vs ES
-2.9%
-19.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | +9.5% | -1.2% | +10.7% | +9.9% |
| 3M | +32.3% | +5.0% | +27.3% | +29.9% |
| 6M | +37.0% | -2.8% | +39.8% | +37.9% |
| YTD | +71.0% | +8.6% | +62.5% | +65.3% |
| 1Y | +85.0% | +18.9% | +66.1% | +72.2% |
| 3Y | +46.8% | +32.1% | +14.7% | +28.6% |
| 5Y | -22.7% | -5.1% | -17.7% | -25.3% |
| All | -22.7% | -2.9% | -19.9% | -25.3% |
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