+8,241.0%
TMO vs ES
+1,243.3%
+6,997.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +6.2% | -2.0% | +8.2% | +6.9% |
| 3M | +27.5% | +1.7% | +25.8% | +26.7% |
| 6M | +20.0% | -3.5% | +23.5% | +20.9% |
| YTD | +6.1% | +7.9% | -1.8% | +2.9% |
| 1Y | +25.8% | +17.2% | +8.7% | +18.0% |
| 3Y | +11.2% | +29.3% | -18.1% | -0.6% |
| 5Y | +9.6% | -5.7% | +15.3% | +8.0% |
| 10Y | +317.8% | +85.2% | +232.6% | +225.8% |
| All | +8,241.0% | +1,243.3% | +6,997.7% | +3,575.5% |
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