+1,100.7%
TNA vs ES
+480.2%
+620.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +1.0% |
| 7D | -2.1% | +0.1% | -2.3% | -3.0% |
| 30D | +3.1% | +6.7% | -3.6% | -6.2% |
| 3M | -20.2% | +0.3% | -20.5% | -21.9% |
| 6M | -10.0% | +7.4% | -17.4% | -20.6% |
| YTD | +30.3% | +8.4% | +21.9% | +11.7% |
| 1Y | +31.1% | +0.6% | +30.5% | +20.6% |
| 3Y | +149.4% | +50.6% | +98.7% | +25.3% |
| 5Y | -42.5% | +4.8% | -47.3% | -52.5% |
| 10Y | +46.7% | +93.1% | -46.4% | -61.3% |
| All | +1,100.7% | +480.2% | +620.5% | -77.4% |
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