+328.6%
TMO vs ESI
+312.8%
+15.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -4.6% | +4.0% | +0.6% |
| 30D | +1.1% | -10.5% | +11.6% | +3.9% |
| 3M | +28.3% | -19.8% | +48.1% | +34.5% |
| 6M | +23.3% | +5.8% | +17.5% | +18.1% |
| YTD | +5.5% | +38.3% | -32.8% | -6.8% |
| 1Y | +24.5% | +31.5% | -7.0% | +11.2% |
| 3Y | +19.6% | +80.7% | -61.1% | -4.1% |
| 5Y | +8.1% | +69.4% | -61.3% | -13.4% |
| All | +328.6% | +312.8% | +15.9% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling