+6,183.3%
TGT vs ES
+1,231.7%
+4,951.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +5.5% | +0.9% | +4.7% | +5.2% |
| 30D | +6.0% | +5.9% | +0.1% | +4.3% |
| 3M | +8.0% | -1.0% | +9.0% | +8.2% |
| 6M | +32.3% | +7.2% | +25.1% | +29.5% |
| YTD | +71.3% | +7.0% | +64.3% | +67.3% |
| 1Y | +86.8% | +0.5% | +86.4% | +85.4% |
| 3Y | +67.9% | +48.7% | +19.2% | +47.5% |
| 5Y | -25.1% | +1.9% | -27.0% | -27.3% |
| 10Y | +211.8% | +89.2% | +122.7% | +152.1% |
| All | +6,183.3% | +1,231.7% | +4,951.6% | +2,823.9% |
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