+13,847.2%
TT vs ES
+1,275.7%
+12,571.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.1% |
| 7D | -9.0% | +5.9% | -14.9% | -10.9% |
| 30D | -17.6% | +10.2% | -27.8% | -20.6% |
| 3M | -18.7% | +0.4% | -19.1% | -19.0% |
| 6M | -17.4% | +6.9% | -24.3% | -19.9% |
| YTD | +1.5% | +10.5% | -9.0% | -3.0% |
| 1Y | -9.4% | +3.2% | -12.6% | -11.7% |
| 3Y | +85.1% | +49.0% | +36.0% | +53.3% |
| 5Y | +125.7% | +4.5% | +121.3% | +112.2% |
| 10Y | +757.3% | +92.3% | +665.0% | +524.3% |
| All | +13,847.2% | +1,275.7% | +12,571.5% | +5,141.1% |
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