+15,818.7%
TT vs ES
+1,243.3%
+14,575.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -7.4% | -2.0% | -5.4% | -6.7% |
| 3M | -3.2% | +1.7% | -4.9% | -4.1% |
| 6M | +1.1% | -3.5% | +4.7% | +1.9% |
| YTD | +15.6% | +7.9% | +7.7% | +11.8% |
| 1Y | +9.2% | +17.2% | -8.0% | +1.7% |
| 3Y | +124.4% | +29.3% | +95.1% | +96.1% |
| 5Y | +138.0% | -5.7% | +143.8% | +133.0% |
| 10Y | +886.4% | +85.2% | +801.2% | +630.3% |
| All | +15,818.7% | +1,243.3% | +14,575.4% | +5,950.6% |
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 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