+326.1%
TPR vs ES
+84.4%
+241.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -23.0% | -2.0% | -21.0% | -22.4% |
| 3M | -12.5% | +1.7% | -14.1% | -13.3% |
| 6M | -21.4% | -3.5% | -17.9% | -20.6% |
| YTD | -3.5% | +7.9% | -11.4% | -7.4% |
| 1Y | +17.4% | +17.2% | +0.2% | +7.5% |
| 3Y | +291.3% | +29.3% | +261.9% | +233.1% |
| 5Y | +241.9% | -5.7% | +247.7% | +233.8% |
| All | +326.1% | +84.4% | +241.7% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling