+843.5%
TTMI vs ES
-2.9%
+846.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +12.2% | +1.4% | +10.8% | +11.8% |
| 30D | -5.7% | -1.2% | -4.6% | -5.5% |
| 3M | -27.5% | +5.0% | -32.5% | -28.9% |
| 6M | +47.1% | -2.8% | +50.0% | +47.2% |
| YTD | +87.5% | +8.6% | +78.9% | +80.9% |
| 1Y | +175.2% | +18.9% | +156.3% | +155.8% |
| 3Y | +901.9% | +32.1% | +869.8% | +773.5% |
| 5Y | +843.5% | -5.1% | +848.5% | +858.9% |
| All | +843.5% | -2.9% | +846.3% | +858.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling