+31.1%
TNA vs ES
+1.2%
+29.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +2.5% |
| 7D | -2.1% | +0.1% | -2.3% | -2.3% |
| 30D | +3.1% | +6.7% | -3.6% | +1.6% |
| 3M | -20.2% | +0.3% | -20.5% | -20.3% |
| 6M | -10.0% | +7.4% | -17.4% | -12.1% |
| YTD | +30.3% | +8.4% | +21.9% | +26.3% |
| 1Y | +31.1% | +0.6% | +30.5% | +29.3% |
| All | +31.1% | +1.2% | +29.9% | +29.3% |
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 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