-16.7%
TRI vs ES
-1.6%
-15.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.1% | +4.3% | +6.1% |
| 7D | +1.0% | +5.3% | -4.3% | +0.3% |
| 30D | +20.8% | +8.9% | +11.8% | +19.5% |
| 3M | +8.1% | -1.9% | +10.0% | +7.8% |
| 6M | +24.2% | +3.9% | +20.3% | +24.9% |
| YTD | -7.8% | +8.3% | -16.0% | -8.1% |
| 1Y | -16.7% | -0.1% | -16.5% | -16.2% |
| All | -16.7% | -1.6% | -15.1% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling