+420.4%
TTMI vs ES
+87.3%
+333.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -11.5% | +0.9% | -12.4% | -11.9% |
| 30D | -40.3% | +5.9% | -46.2% | -41.6% |
| 3M | -44.5% | -1.0% | -43.4% | -44.7% |
| 6M | -54.1% | +7.2% | -61.2% | -55.6% |
| YTD | +4.7% | +7.0% | -2.3% | +0.9% |
| 1Y | +3.3% | +0.5% | +2.9% | +1.1% |
| 3Y | +407.2% | +48.7% | +358.6% | +331.0% |
| 5Y | +406.5% | +1.9% | +404.6% | +385.7% |
| 10Y | +420.4% | +89.2% | +331.2% | +405.8% |
| All | +420.4% | +87.3% | +333.1% | +405.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling