+8.0%
TMO vs ES
-4.5%
+12.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.0% | -1.0% | +2.0% | +1.3% |
| 3M | +22.7% | +1.5% | +21.2% | +22.1% |
| 6M | +19.0% | -3.5% | +22.5% | +20.0% |
| YTD | +4.7% | +7.0% | -2.2% | +1.9% |
| 1Y | +26.0% | +15.3% | +10.7% | +18.3% |
| 3Y | +18.0% | +30.2% | -12.2% | +3.8% |
| 5Y | +8.0% | -4.3% | +12.3% | +7.2% |
| All | +8.0% | -4.5% | +12.5% | +7.2% |
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