-19.2%
TNA vs ES
-2.9%
-16.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.8% |
| 7D | +4.1% | +1.4% | +2.7% | +2.9% |
| 30D | -7.6% | -1.2% | -6.5% | -6.9% |
| 3M | +8.1% | +5.0% | +3.1% | +2.9% |
| 6M | +49.0% | -2.8% | +51.8% | +50.7% |
| YTD | +51.7% | +8.6% | +43.1% | +38.4% |
| 1Y | +59.6% | +18.9% | +40.7% | +30.1% |
| 3Y | +118.9% | +32.1% | +86.8% | +54.6% |
| 5Y | -19.2% | -5.1% | -14.1% | -22.6% |
| All | -19.2% | -2.9% | -16.3% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling