+590.6%
TRI vs ES
+777.2%
-186.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -7.5% | -1.1% | -6.4% | -7.1% |
| 30D | +3.9% | +8.2% | -4.3% | +1.1% |
| 3M | +7.2% | +0.6% | +6.6% | +7.0% |
| 6M | +27.0% | +6.0% | +21.0% | +24.3% |
| YTD | -14.0% | +9.3% | -23.4% | -17.3% |
| 1Y | -17.7% | +1.1% | -18.8% | -18.9% |
| 3Y | -10.7% | +51.9% | -62.6% | -26.0% |
| 5Y | +0.6% | +6.5% | -5.8% | -5.9% |
| 10Y | +225.3% | +94.8% | +130.5% | +127.4% |
| All | +590.6% | +777.2% | -186.5% | +138.3% |
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