+826.9%
TTMI vs ES
+32.6%
+794.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.9% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | -4.3% | -2.0% | -2.3% | -4.1% |
| 3M | -32.0% | +1.7% | -33.7% | -32.5% |
| 6M | +19.5% | -3.5% | +23.0% | +19.3% |
| YTD | +82.0% | +7.9% | +74.1% | +78.3% |
| 1Y | +172.6% | +17.2% | +155.5% | +161.4% |
| All | +826.9% | +32.6% | +794.3% | +719.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling