+1,316.1%
TNA vs ES
+477.6%
+838.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.4% |
| 7D | -0.1% | +0.3% | -0.4% | -0.5% |
| 30D | -4.9% | -2.0% | -3.0% | -2.9% |
| 3M | +0.4% | +1.7% | -1.3% | -3.5% |
| 6M | +32.5% | -3.5% | +36.1% | +35.2% |
| YTD | +53.7% | +7.9% | +45.8% | +34.3% |
| 1Y | +65.1% | +17.2% | +47.9% | +24.9% |
| 3Y | +98.4% | +29.3% | +69.1% | +24.2% |
| 5Y | -22.5% | -5.7% | -16.7% | -25.4% |
| 10Y | +82.5% | +85.2% | -2.7% | -47.6% |
| All | +1,316.1% | +477.6% | +838.5% | -72.8% |
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