+911.5%
TT vs ES
+84.4%
+827.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -7.2% | -2.0% | -5.2% | -6.6% |
| 3M | -3.0% | +1.7% | -4.6% | -3.8% |
| 6M | +1.4% | -3.5% | +4.9% | +2.1% |
| YTD | +15.9% | +7.9% | +8.0% | +12.3% |
| 1Y | +9.4% | +17.2% | -7.7% | +2.4% |
| 3Y | +124.4% | +29.3% | +95.1% | +97.1% |
| 5Y | +138.0% | -5.7% | +143.8% | +136.8% |
| All | +911.5% | +84.4% | +827.1% | +763.6% |
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