+443.1%
TTMI vs ES
+664.3%
-221.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.1% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | -4.3% | -2.0% | -2.3% | -3.4% |
| 3M | -32.0% | +1.7% | -33.7% | -33.4% |
| 6M | +19.5% | -3.5% | +23.0% | +20.1% |
| YTD | +82.0% | +7.9% | +74.1% | +72.1% |
| 1Y | +172.6% | +17.2% | +155.5% | +144.8% |
| 3Y | +744.7% | +29.3% | +715.3% | +593.1% |
| 5Y | +805.6% | -5.7% | +811.3% | +772.0% |
| 10Y | +1,057.6% | +85.2% | +972.4% | +567.1% |
| All | +443.1% | +664.3% | -221.2% | +7.0% |
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 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