+7,919.3%
TPR vs ES
+751.1%
+7,168.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.5% | +2.5% |
| 7D | +12.6% | +5.3% | +7.3% | +9.8% |
| 30D | +7.1% | +8.9% | -1.8% | +2.6% |
| 3M | -19.4% | -1.9% | -17.4% | -18.8% |
| 6M | -9.7% | +3.9% | -13.6% | -11.9% |
| YTD | -1.0% | +8.3% | -9.3% | -6.1% |
| 1Y | +19.3% | -0.1% | +19.4% | +17.2% |
| 3Y | +379.0% | +46.0% | +332.9% | +273.1% |
| 5Y | +239.1% | +3.1% | +236.0% | +210.0% |
| 10Y | +364.0% | +88.4% | +275.6% | +193.8% |
| All | +7,919.3% | +751.1% | +7,168.2% | +2,112.0% |
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