+329.6%
TTD vs ES
+82.6%
+246.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +5.2% | +1.9% | +3.3% | +4.7% |
| 30D | +6.9% | +7.1% | -0.1% | +5.2% |
| 3M | -26.8% | -1.9% | -24.9% | -26.6% |
| 6M | -46.1% | +4.4% | -50.5% | -46.8% |
| YTD | -65.9% | +7.3% | -73.3% | -66.8% |
| 1Y | -71.8% | +2.1% | -74.0% | -72.3% |
| 3Y | -83.3% | +41.8% | -125.2% | -85.4% |
| 5Y | -81.1% | +1.4% | -82.6% | -81.8% |
| 10Y | +441.7% | +86.8% | +354.9% | +353.8% |
| All | +329.6% | +82.6% | +246.9% | +271.8% |
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