+258.4%
TPR vs ES
+5.0%
+253.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.5% |
| 7D | +13.9% | +5.9% | +7.9% | +12.3% |
| 30D | +14.9% | +10.2% | +4.7% | +12.2% |
| 3M | -15.4% | +0.4% | -15.8% | -15.6% |
| 6M | -4.5% | +6.9% | -11.3% | -6.3% |
| YTD | +6.0% | +10.5% | -4.5% | +2.8% |
| 1Y | +24.3% | +3.2% | +21.1% | +22.3% |
| 3Y | +412.8% | +49.0% | +363.8% | +346.3% |
| 5Y | +258.4% | +4.5% | +254.0% | +233.8% |
| All | +258.4% | +5.0% | +253.5% | +233.8% |
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 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