+187.6%
TTMI vs ES
+660.2%
-472.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.9% | +9.8% | +8.2% |
| 7D | -19.8% | +1.9% | -21.7% | -20.9% |
| 30D | -48.1% | +7.1% | -55.2% | -50.6% |
| 3M | -51.2% | -1.9% | -49.3% | -51.6% |
| 6M | -59.6% | +4.4% | -64.0% | -61.6% |
| YTD | -3.6% | +7.3% | -10.9% | -10.1% |
| 1Y | -2.3% | +2.1% | -4.5% | -7.3% |
| 3Y | +369.4% | +41.8% | +327.5% | +261.9% |
| 5Y | +365.4% | +1.4% | +364.0% | +324.2% |
| 10Y | +413.2% | +86.8% | +326.4% | +189.8% |
| All | +187.6% | +660.2% | -472.6% | -44.1% |
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