+6,242.0%
TGT vs ES
+1,243.3%
+4,998.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +12.2% | -2.0% | +14.1% | +12.8% |
| 3M | +33.8% | +1.7% | +32.1% | +33.0% |
| 6M | +39.3% | -3.5% | +42.8% | +40.4% |
| YTD | +72.9% | +7.9% | +65.0% | +68.5% |
| 1Y | +84.6% | +17.2% | +67.4% | +75.2% |
| 3Y | +46.2% | +29.3% | +16.9% | +33.4% |
| 5Y | -21.3% | -5.7% | -15.6% | -22.1% |
| 10Y | +213.5% | +85.2% | +128.3% | +154.5% |
| All | +6,242.0% | +1,243.3% | +4,998.7% | +2,844.7% |
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