+189.9%
TRI vs ES
+87.2%
+102.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -6.5% | -1.0% | -5.4% | -6.2% |
| 3M | +18.6% | +1.5% | +17.1% | +18.2% |
| 6M | -10.4% | -3.5% | -7.0% | -9.7% |
| YTD | -23.7% | +7.0% | -30.7% | -25.5% |
| 1Y | -42.5% | +15.3% | -57.8% | -45.3% |
| 3Y | -19.3% | +30.2% | -49.5% | -27.4% |
| 5Y | -9.7% | -4.3% | -5.4% | -11.0% |
| All | +189.9% | +87.2% | +102.8% | +150.9% |
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