+125.7%
TT vs ES
+5.0%
+120.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.8% |
| 7D | -9.0% | +5.9% | -14.9% | -10.1% |
| 30D | -17.6% | +10.2% | -27.8% | -19.5% |
| 3M | -18.7% | +0.4% | -19.1% | -18.8% |
| 6M | -17.4% | +6.9% | -24.3% | -19.0% |
| YTD | +1.5% | +10.5% | -9.0% | -1.4% |
| 1Y | -9.4% | +3.2% | -12.6% | -10.8% |
| 3Y | +85.1% | +49.0% | +36.0% | +57.6% |
| 5Y | +125.7% | +4.5% | +121.3% | +130.5% |
| All | +125.7% | +5.0% | +120.8% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling