+55.9%
TNA vs ES
+17.2%
+38.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.8% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -10.1% | -1.0% | -9.0% | -9.9% |
| 3M | +2.7% | +1.5% | +1.2% | +1.9% |
| 6M | +38.4% | -3.5% | +41.9% | +38.2% |
| YTD | +45.4% | +7.0% | +38.5% | +41.3% |
| 1Y | +55.9% | +15.3% | +40.6% | +47.2% |
| All | +55.9% | +17.2% | +38.8% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling