+127.9%
TT vs ES
+1.4%
+126.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.0% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | -14.0% | +7.1% | -21.1% | -15.5% |
| 3M | -15.9% | -1.9% | -13.9% | -15.6% |
| 6M | -17.3% | +4.4% | -21.7% | -18.5% |
| YTD | +4.0% | +7.3% | -3.4% | +1.5% |
| 1Y | -7.1% | +2.1% | -9.3% | -8.5% |
| 3Y | +90.2% | +41.8% | +48.4% | +64.4% |
| All | +127.9% | +1.4% | +126.5% | +129.5% |
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