+155.9%
TNA vs ES
+42.6%
+113.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +9.9% |
| 7D | +2.3% | -0.1% | +2.4% | +2.0% |
| 30D | +1.4% | +5.7% | -4.4% | -2.6% |
| 3M | -21.1% | -2.8% | -18.3% | -20.2% |
| 6M | -9.4% | +7.0% | -16.3% | -14.6% |
| YTD | +29.6% | +6.8% | +22.9% | +21.2% |
| 1Y | +34.6% | -0.5% | +35.1% | +30.6% |
| 3Y | +155.9% | +47.2% | +108.7% | +49.6% |
| All | +155.9% | +42.6% | +113.3% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling