+172.6%
TTMI vs ES
+16.6%
+156.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.8% |
| 7D | +5.9% | +0.3% | +5.6% | +5.9% |
| 30D | -4.3% | -2.0% | -2.3% | -4.4% |
| 3M | -32.0% | +1.7% | -33.7% | -32.6% |
| 6M | +19.5% | -3.5% | +23.0% | +18.1% |
| YTD | +82.0% | +7.9% | +74.1% | +77.8% |
| 1Y | +172.6% | +17.2% | +155.5% | +158.9% |
| All | +172.6% | +16.6% | +156.1% | +158.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling